Pages that link to "Item:Q1017005"

The following pages link to Analysis of quadrature methods for pricing discrete barrier options (Q1017005):

Displaying 31 items.

• Pricing exotic derivatives exploiting structure (Q299917) (← links)
• Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options (Q322636) (← links)
• Numerical method of pricing discretely monitored barrier option (Q475657) (← links)
• Chapman-Kolmogorov lattice method for derivatives pricing (Q505800) (← links)
• Stock loan with automatic termination clause, cap and margin (Q630714) (← links)
• Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach (Q889625) (← links)
• A lattice algorithm for pricing moving average barrier options (Q975929) (← links)
• Option pricing, maturity randomization and distributed computing (Q991134) (← links)
• Fast quadrature methods for options with discrete dividends (Q1675932) (← links)
• Pricing discretely-monitored double barrier options with small probabilities of execution (Q2029343) (← links)
• Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation (Q2098074) (← links)
• A simple and efficient numerical method for pricing discretely monitored early-exercise options (Q2113697) (← links)
• Reliability index and Asian barrier option pricing formulas of the uncertain fractional first-hitting time model with Caputo type (Q2128243) (← links)
• A multidimensional Hilbert transform approach for barrier option pricing and survival probability calculation (Q2165398) (← links)
• Design of green bonds by double-barrier options (Q2182829) (← links)
• A numerical method for pricing discrete double barrier option by Chebyshev polynomials (Q2184388) (← links)
• Efficient computation of the stochastic behavior of partial sum processes (Q2184415) (← links)
• Pricing discretely monitored barrier options: when Malliavin calculus expansions meet Hilbert transforms (Q2246590) (← links)
• Efficient and fast numerical method for pricing discrete double barrier option by projection method (Q2401999) (← links)
• A numerical method for pricing discrete double barrier option by Legendre multiwavelet (Q2406310) (← links)
• Pricing financial claims contingent upon an underlying asset monitored at discrete times (Q2476662) (← links)
• A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion (Q2804029) (← links)
• <i>Z</i>-Transform and preconditioning techniques for option pricing (Q2873557) (← links)
• Pricing Discrete Barrier and Hindsight Options with the Tridiagonal Probability Algorithm (Q3114680) (← links)
• (Q3175629) (← links)
• (Q3456453) (← links)
• THE WIENER-HOPF TECHNIQUE AND DISCRETELY MONITORED PATH-DEPENDENT OPTION PRICING (Q3553256) (← links)
• Discrete-Time Quadratic Hedging of Barrier Options in Exponential Lévy Model (Q4976503) (← links)
• Analytical pricing of single barrier options under local volatility models (Q5001176) (← links)
• A moment expansion approach to option pricing (Q5697340) (← links)
• A numerical method for pricing discrete double barrier option by Lagrange interpolation on Jacobi nodes (Q6140451) (← links)