Pages that link to "Item:Q5014522"
From MaRDI portal
The following pages link to Double-Barrier Option Pricing Under the Hyper-Exponential Jump Diffusion Model (Q5014522):
Displaying 5 items.
- Semi-analytic pricing of double barrier options with time-dependent barriers and rebates at hit (Q2170290) (← links)
- Barrier option pricing under the 2-hypergeometric stochastic volatility model (Q2406299) (← links)
- Double-barrier option pricing equations under extended geometric Brownian motion with bankruptcy risk (Q2667616) (← links)
- Multi-stage real option evaluation with double barrier under stochastic volatility and interest rate (Q2672922) (← links)
- A New Approach to Pricing Double-Barrier Options with Arbitrary Payoffs and Exponential Boundaries (Q5851725) (← links)