Pages that link to "Item:Q2461660"

The following pages link to Fast and accurate pricing of discretely monitored barrier options by numerical path integration (Q2461660):

Displaying 24 items.

• Numerical method of pricing discretely monitored barrier option (Q475657) (← links)
• Numerical evaluation of dynamic behavior of Ornstein-Uhlenbeck processes modified by various boundaries and its application to pricing barrier options (Q631490) (← links)
• On numerical density approximations of solutions of SDEs with unbounded coefficients (Q723733) (← links)
• Numerical valuation of discrete double barrier options (Q847225) (← links)
• Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach (Q889625) (← links)
• A path-independent method for barrier option pricing in hidden Markov models (Q1618828) (← links)
• An importance sampling-based smoothing approach for quasi-Monte Carlo simulation of discrete barrier options (Q1634312) (← links)
• Local averaged path integration method approach for nonlinear dynamic systems (Q2008361) (← links)
• Pricing discretely-monitored double barrier options with small probabilities of execution (Q2029343) (← links)
• Very fast algorithms for implied barriers and moving-barrier options pricing (Q2104341) (← links)
• A simple and efficient numerical method for pricing discretely monitored early-exercise options (Q2113697) (← links)
• Numerical method for pricing discretely monitored double barrier option by orthogonal projection method (Q2133307) (← links)
• Adaptive density tracking by quadrature for stochastic differential equations (Q2152700) (← links)
• Pricing discretely monitored barrier options: when Malliavin calculus expansions meet Hilbert transforms (Q2246590) (← links)
• Digital barrier options pricing: an improved Monte Carlo algorithm (Q2398005) (← 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)
• Pricing and deltas of discretely-monitored barrier options using stratified sampling on the hitting-times to the barrier (Q2786033) (← links)
• A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion (Q2804029) (← links)
• Pricing Discrete Barrier and Hindsight Options with the Tridiagonal Probability Algorithm (Q3114680) (← links)
• (Q3456453) (← links)
• THE WIENER-HOPF TECHNIQUE AND DISCRETELY MONITORED PATH-DEPENDENT OPTION PRICING (Q3553256) (← links)
• Pricing Discrete European Barrier Options Using Lattice Random Walks (Q4825513) (← links)
• An Efficient, and Fast Convergent Algorithm for Barrier Options (Q5434444) (← links)