Pages that link to "Item:Q4541554"

The following pages link to An explicit finite difference approach to the pricing of barrier options (Q4541554):

Displaying 26 items.

• The hexanomial lattice for pricing multi-asset options (Q272652) (← links)
• Option valuation by a self-exciting threshold binomial model (Q462735) (← links)
• On smoothing of the Crank-Nicolson scheme and higher order schemes for pricing barrier options (Q879424) (← links)
• Analysis of quadrature methods for pricing discrete barrier options (Q1017005) (← links)
• PDE methods for pricing barrier options (Q1583144) (← links)
• Pricing double barrier options under a volatility regime-switching model with psychological barriers (Q1627631) (← links)
• Fast quadrature methods for options with discrete dividends (Q1675932) (← links)
• Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff (Q1770204) (← links)
• Finite maturity margin call stock loans (Q1785456) (← links)
• A positivity-preserving numerical scheme for nonlinear option pricing models (Q1952786) (← links)
• Numerical method for discrete double barrier option pricing with time-dependent parameters (Q2006488) (← links)
• Pricing discretely-monitored double barrier options with small probabilities of execution (Q2029343) (← links)
• Early exercise boundaries for American-style knock-out options (Q2183887) (← links)
• A new integral equation approach for pricing American-style barrier options with rebates (Q2199770) (← links)
• Efficient and high accuracy pricing of barrier options under the CEV diffusion (Q2252824) (← links)
• A convergent quadratic-time lattice algorithm for pricing European-style Asian options (Q2383617) (← links)
• A real option approach for investment opportunity valuation (Q2397567) (← links)
• Option pricing with regime switching by trinomial tree method (Q2654191) (← links)
• A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion (Q2804029) (← links)
• Pricing Asian Options and Equity-Indexed Annuities with Regime Switching by the Trinomial Tree Method (Q3088977) (← links)
• Barrier option pricing: a hybrid method approach (Q3395743) (← links)
• Option Pricing in a Jump-Diffusion Model with Regime Switching (Q3653509) (← links)
• BARRIER OPTION PRICING BY BRANCHING PROCESSES (Q3655557) (← links)
• Analytical pricing of single barrier options under local volatility models (Q5001176) (← links)
• WHAT A DIFFERENCE ONE PROBABILITY MAKES IN THE CONVERGENCE OF BINOMIAL TREES (Q5148007) (← links)
• PRICING DOUBLE BARRIER OPTIONS ON HOMOGENEOUS DIFFUSIONS: A NEUMANN SERIES OF BESSEL FUNCTIONS REPRESENTATION (Q5242954) (← links)