The following pages link to (Q3162730):
Displaying 9 items.
- A semigroup expansion for pricing barrier options (Q462410) (← links)
- Valuation of American partial barrier options (Q744405) (← links)
- American options with asymmetric information and reflected BSDE (Q2405223) (← links)
- Asymptotic behaviour of random maturity barrier options (Q2627710) (← links)
- An asymptotic expansion formula for up-and-out barrier option price under stochastic volatility model (Q3121191) (← links)
- Analytical Approximate Solutions to American Barrier and Lookback Option Values (Q3631200) (← links)
- (Q4919172) (← links)
- Binomial Approximations for Barrier Options of Israeli Style (Q5198539) (← links)
- Analytic solutions for American partial barrier options by exponential barriers (Q5208536) (← links)