The following pages link to (Q4450668):
Displayed 5 items.
- A lattice algorithm for pricing moving average barrier options (Q975929) (← links)
- Analysis of quadrature methods for pricing discrete barrier options (Q1017005) (← links)
- Fast and accurate pricing of discretely monitored barrier options by numerical path integration (Q2461660) (← links)
- Pricing financial claims contingent upon an underlying asset monitored at discrete times (Q2476662) (← links)
- PRICING DISCRETELY MONITORED BARRIER OPTIONS AND DEFAULTABLE BONDS IN LÉVY PROCESS MODELS: A FAST HILBERT TRANSFORM APPROACH (Q3521283) (← links)