Pages that link to "Item:Q426959"
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The following pages link to A boundary element method to price time-dependent double barrier options (Q426959):
Displaying 18 items.
- A very efficient approach for pricing barrier options on an underlying described by the mixed fractional Brownian motion (Q508259) (← links)
- Lie-algebraic approach for pricing moving barrier options with time-dependent parameters (Q855464) (← links)
- Valuing time-dependent CEV barrier options (Q1040026) (← links)
- PDE methods for pricing barrier options (Q1583144) (← links)
- Collocation boundary element method for the pricing of geometric Asian options (Q1658798) (← links)
- Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff (Q1770204) (← links)
- Numerical method for discrete double barrier option pricing with time-dependent parameters (Q2006488) (← links)
- Pricing European double barrier option with moving barriers under a fractional Black-Scholes model (Q2167823) (← links)
- Semi-analytic pricing of double barrier options with time-dependent barriers and rebates at hit (Q2170290) (← links)
- Efficient and high accuracy pricing of barrier options under the CEV diffusion (Q2252824) (← links)
- Efficient BEM-based algorithm for pricing floating strike Asian barrier options (with MATLAB\(^\circledR\) code) (Q2305853) (← links)
- A very fast and accurate boundary element method for options with moving barrier and time-dependent rebate (Q2448388) (← links)
- A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion (Q2804029) (← links)
- A boundary element approach to barrier option pricing in Black–Scholes framework (Q2804924) (← links)
- Fast Numerical Pricing of Barrier Options under Stochastic Volatility and Jumps (Q3460257) (← links)
- PRICING DOUBLE BARRIER OPTIONS ON HOMOGENEOUS DIFFUSIONS: A NEUMANN SERIES OF BESSEL FUNCTIONS REPRESENTATION (Q5242954) (← links)
- A New Approach to Pricing Double-Barrier Options with Arbitrary Payoffs and Exponential Boundaries (Q5851725) (← links)
- Generalized finite integration method with Volterra operator for pricing multi-asset barrier option (Q6539909) (← links)
