Pages that link to "Item:Q1979082"
From MaRDI portal
The following pages link to Comment on ``Pricing double barrier options using Laplace transforms'' by Antoon Pelsser (Q1979082):
Displaying 13 items.
- Stock loan with automatic termination clause, cap and margin (Q630714) (← links)
- Analysis of quadrature methods for pricing discrete barrier options (Q1017005) (← links)
- Valuing time-dependent CEV barrier options (Q1040026) (← links)
- Pricing double barrier options using Laplace transforms (Q1979080) (← links)
- Local time and the pricing of path-dependent options (Q2430252) (← links)
- DOUBLE BARRIER OPTIONS IN REGIME-SWITCHING HYPER-EXPONENTIAL JUMP-DIFFUSION MODELS (Q3107929) (← links)
- Double knock-out Asian barrier options which widen or contract as they approach maturity (Q3395741) (← links)
- PRICING BARRIER OPTIONS WITH SQUARE ROOT PROCESS (Q3523603) (← links)
- THE WIENER-HOPF TECHNIQUE AND DISCRETELY MONITORED PATH-DEPENDENT OPTION PRICING (Q3553256) (← links)
- A General Fractional White Noise Theory And Applications To Finance (Q4409032) (← links)
- Explicit Representation of the Minimal Variance Portfolio in Markets Driven by Levy Processes (Q4409037) (← links)
- A backward Monte Carlo approach to exotic option pricing (Q4575277) (← links)
- A fractional version of the Cox–Ingersoll–Ross interest rate model and pricing double barrier option with Hurst index H∈(23,1) (Q5078109) (← links)
