Pages that link to "Item:Q5946736"
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The following pages link to Shout options: A framework for pricing contracts which can be modified by the investor (Q5946736):
Displaying 15 items.
- Asymptotic analysis of shout options close to expiry (Q469983) (← links)
- Implicit-explicit Runge-Kutta methods for financial derivatives pricing models (Q819096) (← links)
- A parabolic variational inequality arising from the valuation of strike reset options (Q860744) (← links)
- An object-oriented framework for valuing shout options on high-performance computer architectures (Q951351) (← links)
- Infinite reload options: pricing and analysis (Q952078) (← links)
- Valuation of segregated funds: shout options with maturity extensions. (Q1413278) (← links)
- A penalty method for American options with jump diffusion processes (Q1889909) (← links)
- Exact solutions for a strike reset put option and a shout call option (Q1933866) (← links)
- A note on options and bubbles under the CEV model: implications for pricing and hedging (Q2211013) (← links)
- Numerical Methods and Volatility Models for Valuing Cliquet Options (Q3424323) (← links)
- Analysis of Quantization Error in Financial Pricing via Finite Difference Methods (Q4572020) (← links)
- OPTIMAL SHOUTING POLICIES OF OPTIONS WITH STRIKE RESET RIGHT (Q4673848) (← links)
- Smoothing with positivity-preserving Padé schemes for parabolic problems with nonsmooth data (Q4680486) (← links)
- INTEGRAL EQUATION FORMULATION FOR SHOUT OPTIONS (Q4683923) (← links)
- Understanding the Behavior and Hedging of Segregated Funds Offering the Reset Feature (Q5715864) (← links)
