Pages that link to "Item:Q2246590"
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The following pages link to Pricing discretely monitored barrier options: when Malliavin calculus expansions meet Hilbert transforms (Q2246590):
Displaying 6 items.
- Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach (Q889625) (← links)
- Pricing discrete barrier options under stochastic volatility (Q1929151) (← links)
- Pricing discretely-monitored double barrier options with small probabilities of execution (Q2029343) (← links)
- A multidimensional Hilbert transform approach for barrier option pricing and survival probability calculation (Q2165398) (← links)
- Pricing early-exercise and discrete barrier options by Shannon wavelet expansions (Q2407470) (← links)
- Pricing barrier and Bermudan style options under time-changed Lévy processes: fast Hilbert transform approach (Q2878964) (← links)