Pages that link to "Item:Q3523603"
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The following pages link to PRICING BARRIER OPTIONS WITH SQUARE ROOT PROCESS (Q3523603):
Displayed 11 items.
- On a free boundary problem for an American put option under the CEV process (Q533479) (← links)
- Lie-algebraic approach for pricing moving barrier options with time-dependent parameters (Q855464) (← links)
- A method for computing the transition probability density associated with a multifactor Cox-Ingersoll-Ross model of the term structure of interest rates with no drift term (Q1005306) (← links)
- Analysis of quadrature methods for pricing discrete barrier options (Q1017005) (← links)
- Valuing time-dependent CEV barrier options (Q1040026) (← links)
- Efficient and high accuracy pricing of barrier options under the CEV diffusion (Q2252824) (← links)
- Systematic equity-based credit risk: A CEV model with jump to default (Q2271610) (← links)
- Asymptotics of Barrier Option Pricing Under the CEV Process (Q2786207) (← links)
- Double knock-out Asian barrier options which widen or contract as they approach maturity (Q3395741) (← links)
- The square-root process and Asian options (Q3437388) (← links)
- BARRIER OPTION PRICING BY BRANCHING PROCESSES (Q3655557) (← links)