Pages that link to "Item:Q4647247"
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The following pages link to A simple approach for pricing barrier options with time-dependent parameters (Q4647247):
Displaying 15 items.
- An actuarial approach to pricing barrier options (Q825309) (← links)
- Pricing exotic options in a regime switching economy: a Fourier transform method (Q1621619) (← links)
- Semi-analytical method for the pricing of barrier options in case of time-dependent parameters (with Matlab\(^\circledR\) codes) (Q1642274) (← links)
- Pricing down-and-out power options with exponentially curved barrier (Q1713232) (← 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)
- A Monte-Carlo based approach for pricing credit default swaps with regime switching (Q2293596) (← links)
- Computing the first passage time density of a time-dependent Ornstein-Uhlenbeck process to a moving boundary (Q2481449) (← links)
- Multi-stage real option evaluation with double barrier under stochastic volatility and interest rate (Q2672922) (← links)
- (Q4934370) (← links)
- A compact difference scheme for time-fractional Black-Scholes equation with time-dependent parameters under the CEV model: American options (Q5025469) (← links)
- Pricing double-barrier option with processes depending on various states of the economy (Q5046814) (← links)
- MEASURING MODEL RISK IN FINANCIAL RISK MANAGEMENT AND PRICING (Q5114682) (← links)
- AN ANALYTICAL APPROXIMATION FORMULA FOR THE PRICING OF CREDIT DEFAULT SWAPS WITH REGIME SWITCHING (Q5158750) (← links)
- Generalized heat diffusion equations with variable coefficients and their fractalization from the Black-Scholes equation (Q6055340) (← links)
