Pages that link to "Item:Q4994406"
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The following pages link to Two extensions to barrier option valuation (Q4994406):
Displaying 11 items.
- PDE methods for pricing barrier options (Q1583144) (← links)
- Pricing external barrier options in a regime-switching model (Q1657586) (← links)
- Pricing external barrier options under a stochastic volatility model (Q2029429) (← links)
- American barrier option pricing formulas for currency model in uncertain environment (Q2121207) (← links)
- Options as silver bullets: valuation of term loans, inventory management, emissions trading and insurance risk mitigation using option theory (Q2171344) (← links)
- A new integral equation approach for pricing American-style barrier options with rebates (Q2199770) (← links)
- A general continuous time Markov chain approximation for multi-asset option pricing with systems of correlated diffusions (Q2656684) (← links)
- Multiperiod conditional valuation of barrier options with incomplete information (Q4683066) (← links)
- (Q5027046) (← links)
- Pricing double volatility barriers option under stochastic volatility (Q5086643) (← links)
- On extension of the Markov chain approximation method for computing Feynman-Kac type expectations (Q6630460) (← links)
