Pages that link to "Item:Q3498560"
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The following pages link to Pricing options with Green's functions when volatility, interest rate and barriers depend on time (Q3498560):
Displaying 9 items.
- Existence and uniqueness results for a semilinear Black-Scholes type equation (Q984569) (← links)
- Semi-analytical method for the pricing of barrier options in case of time-dependent parameters (with Matlab\(^\circledR\) codes) (Q1642274) (← links)
- Design of green bonds by double-barrier options (Q2182829) (← links)
- Barrier option pricing under the 2-hypergeometric stochastic volatility model (Q2406299) (← links)
- A numerical method for pricing discrete double barrier option by Legendre multiwavelet (Q2406310) (← links)
- Local time and the pricing of path-dependent options (Q2430252) (← links)
- A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion (Q2804029) (← links)
- Flexing the default barrier (Q2866385) (← links)
- PRICING CALLABLE BONDS BY MEANS OF GREEN'S FUNCTION (Q4226855) (← links)
