Pages that link to "Item:Q4906521"

The following pages link to VALUATION OF CONTINUOUSLY MONITORED DOUBLE BARRIER OPTIONS AND RELATED SECURITIES (Q4906521):

Displaying 18 items.

• Additive subordination and its applications in finance (Q309162) (← links)
• Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach (Q889625) (← links)
• Lewis model revisited: option pricing with Lévy processes (Q2021615) (← links)
• On barrier option pricing by Erlangization in a regime-switching model with jumps (Q2297114) (← links)
• Randomisation and recursion methods for mixed-exponential Lévy models, with financial applications (Q2794727) (← links)
• METHOD OF PAIRED CONTOURS AND PRICING BARRIER OPTIONS AND CDSs OF LONG MATURITIES (Q3191839) (← links)
• Maximal varieties and the local Langlands correspondence for 𝐺𝐿(𝑛) (Q3450266) (← links)
• THE WIENER-HOPF TECHNIQUE AND DISCRETELY MONITORED PATH-DEPENDENT OPTION PRICING (Q3553256) (← links)
• Pricing Arithmetic Asian Options Under Lévy Models by Backward Induction in the Dual Space (Q4635240) (← links)
• Ghost calibration and the pricing of barrier options and CDS in spectrally one-sided Lévy models: the parabolic Laplace inversion method (Q4683049) (← links)
• CONTINUOUSLY MONITORED BARRIER OPTIONS UNDER MARKOV PROCESSES (Q4906512) (← links)
• A Simple Wiener-Hopf Factorization Approach for Pricing Double-Barrier Options (Q5014528) (← links)
• (Q5027046) (← links)
• SINH-ACCELERATION FOR B-SPLINE PROJECTION WITH OPTION PRICING APPLICATIONS (Q5061497) (← links)
• ULTRA-FAST PRICING BARRIER OPTIONS AND CDSs (Q5357515) (← links)
• DIGITAL DOUBLE BARRIER OPTIONS: SEVERAL BARRIER PERIODS AND STRUCTURE FLOORS (Q5411740) (← links)
• Intra‐Horizon expected shortfall and risk structure in models with jumps (Q6054364) (← links)
• Continuity correction: on the pricing of discrete double barrier options (Q6154209) (← links)