Pages that link to "Item:Q4541554"
From MaRDI portal
The following pages link to An explicit finite difference approach to the pricing of barrier options (Q4541554):
Displaying 46 items.
- The hexanomial lattice for pricing multi-asset options (Q272652) (← links)
- A semigroup expansion for pricing barrier options (Q462410) (← links)
- Option valuation by a self-exciting threshold binomial model (Q462735) (← links)
- Numerical method of pricing discretely monitored barrier option (Q475657) (← links)
- An actuarial approach to pricing barrier options (Q825309) (← links)
- Pricing early-exercise and discrete barrier options by Fourier-cosine series expansions (Q849055) (← links)
- On smoothing of the Crank-Nicolson scheme and higher order schemes for pricing barrier options (Q879424) (← links)
- Analysis of quadrature methods for pricing discrete barrier options (Q1017005) (← links)
- PDE methods for pricing barrier options (Q1583144) (← links)
- Pricing double barrier options under a volatility regime-switching model with psychological barriers (Q1627631) (← links)
- Fast quadrature methods for options with discrete dividends (Q1675932) (← links)
- Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff (Q1770204) (← links)
- Finite maturity margin call stock loans (Q1785456) (← links)
- A positivity-preserving numerical scheme for nonlinear option pricing models (Q1952786) (← links)
- Numerical method for discrete double barrier option pricing with time-dependent parameters (Q2006488) (← links)
- An explicit analytic formula for pricing barrier options with regime switching (Q2018548) (← links)
- Pricing discretely-monitored double barrier options with small probabilities of execution (Q2029343) (← links)
- Pricing two-asset alternating barrier options with icicles and their variations (Q2131928) (← links)
- Early exercise boundaries for American-style knock-out options (Q2183887) (← links)
- A new integral equation approach for pricing American-style barrier options with rebates (Q2199770) (← links)
- Efficient and high accuracy pricing of barrier options under the CEV diffusion (Q2252824) (← links)
- A convergent quadratic-time lattice algorithm for pricing European-style Asian options (Q2383617) (← links)
- A real option approach for investment opportunity valuation (Q2397567) (← links)
- Pricing early-exercise and discrete barrier options by Shannon wavelet expansions (Q2407470) (← links)
- Option pricing with regime switching by trinomial tree method (Q2654191) (← links)
- A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion (Q2804029) (← links)
- Pricing external-chained barrier options with exponential barriers (Q2828687) (← links)
- Pricing barrier and Bermudan style options under time-changed Lévy processes: fast Hilbert transform approach (Q2878964) (← links)
- Pricing Asian Options and Equity-Indexed Annuities with Regime Switching by the Trinomial Tree Method (Q3088977) (← links)
- Pricing Discrete Barrier and Hindsight Options with the Tridiagonal Probability Algorithm (Q3114680) (← links)
- (Q3175629) (← links)
- Barrier option pricing: a hybrid method approach (Q3395743) (← links)
- (Q3456453) (← links)
- Option Pricing in a Jump-Diffusion Model with Regime Switching (Q3653509) (← links)
- BARRIER OPTION PRICING BY BRANCHING PROCESSES (Q3655557) (← links)
- (Q4934370) (← links)
- Static replication of barrier-type options via integral equations (Q4991074) (← links)
- Analytical pricing of single barrier options under local volatility models (Q5001176) (← links)
- WHAT A DIFFERENCE ONE PROBABILITY MAKES IN THE CONVERGENCE OF BINOMIAL TREES (Q5148007) (← links)
- Binomial Approximations for Barrier Options of Israeli Style (Q5198539) (← links)
- Analytic solutions for American partial barrier options by exponential barriers (Q5208536) (← links)
- PRICING DOUBLE BARRIER OPTIONS ON HOMOGENEOUS DIFFUSIONS: A NEUMANN SERIES OF BESSEL FUNCTIONS REPRESENTATION (Q5242954) (← links)
- Robust barrier option pricing by frame projection under exponential Lévy dynamics (Q5373910) (← links)
- On the rate of convergence of prices of barrier options with discrete and continuous time (Q5391404) (← links)
- An Efficient, and Fast Convergent Algorithm for Barrier Options (Q5434444) (← links)
- A New Approach to Pricing Double-Barrier Options with Arbitrary Payoffs and Exponential Boundaries (Q5851725) (← links)
