Pages that link to "Item:Q5077926"
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The following pages link to An analytical approximation method for pricing barrier options under the double Heston model (Q5077926):
Displaying 7 items.
- An analytical approximation for single barrier options under stochastic volatility models (Q1621902) (← links)
- An explicit analytic formula for pricing barrier options with regime switching (Q2018548) (← links)
- Semi-analytic pricing of double barrier options with time-dependent barriers and rebates at hit (Q2170290) (← links)
- (Q3175629) (← links)
- Binomial Approximations for Barrier Options of Israeli Style (Q5198539) (← links)
- PERFORMANCE OF ROBUST HEDGES FOR DIGITAL DOUBLE BARRIER OPTIONS (Q5389100) (← links)
- A New Approach to Pricing Double-Barrier Options with Arbitrary Payoffs and Exponential Boundaries (Q5851725) (← links)