Pages that link to "Item:Q2703112"
From MaRDI portal
The following pages link to Pricing multi-asset options with an external barrier (Q2703112):
Displaying 15 items.
- Some sequential boundary crossing results for geometric Brownian motion and their applications in financial engineering (Q420141) (← links)
- Valuing time-dependent CEV barrier options (Q1040026) (← links)
- Pricing algorithms of multivariate path dependent options (Q1347857) (← links)
- On the non-Lipschitz stochastic differential equations driven by fractional Brownian motion (Q1627970) (← links)
- Approximate arbitrage-free option pricing under the SABR model (Q1655765) (← links)
- Pricing external barrier options in a regime-switching model (Q1657586) (← links)
- Valuation on an outside-reset option with multiple resettable levels and dates (Q1722684) (← links)
- Pricing external barrier options under a stochastic volatility model (Q2029429) (← links)
- Pricing two-asset alternating barrier options with icicles and their variations (Q2131928) (← links)
- Pricing external-chained barrier options with exponential barriers (Q2828687) (← links)
- Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion (Q2970122) (← links)
- Optimal control of European double barrier basket options (Q3087040) (← links)
- CURRENCY-TRANSLATED FOREIGN EQUITY OPTIONS WITH PATH DEPENDENT FEATURES AND THEIR MULTI-ASSET EXTENSIONS (Q3523556) (← links)
- PRICING BARRIER OPTIONS WITH SQUARE ROOT PROCESS (Q3523603) (← links)
- ANALYTIC APPROXIMATIONS FOR MULTI‐ASSET OPTION PRICING (Q4919615) (← links)
