Pages that link to "Item:Q1681693"
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The following pages link to A simple and fast method for valuing American knock-out options with rebates (Q1681693):
Displaying 7 items.
- A decomposition approach via Fourier sine transform for valuing American knock-out options with rebates (Q508042) (← links)
- An integral equation approach for the valuation of American-style down-and-out calls with rebates (Q2006630) (← links)
- Perpetual game options with a multiplied penalty (Q2204529) (← links)
- Asian-barrier option pricing formulas of uncertain financial market (Q2213602) (← links)
- Efficient valuation of a variable annuity contract with a surrender option (Q2300964) (← links)
- A new approach for pricing discounted American options (Q2656825) (← links)
- Barrier option pricing in regime switching models with rebates (Q6565539) (← links)