Pages that link to "Item:Q1425573"
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The following pages link to Edokko options: a new framework of barrier options (Q1425573):
Displaying 7 items.
- Approximations of non-smooth integral type functionals of one dimensional diffusion processes (Q401462) (← links)
- On the pricing of defaultable bonds using the framework of barrier options (Q816769) (← links)
- American Parisian options (Q881414) (← links)
- On the discrete approximation of occupation time of diffusion processes (Q1952229) (← links)
- Valuation of a repriceable executive stock option (Q2268392) (← links)
- Pricing Parisian down-and-in options (Q2344418) (← links)
- Parisian options with jumps: a maturity–excursion randomization approach (Q4619530) (← links)