Pages that link to "Item:Q5434444"
From MaRDI portal
The following pages link to An Efficient, and Fast Convergent Algorithm for Barrier Options (Q5434444):
Displaying 9 items.
- Cross a barrier to reach barrier options (Q764941) (← links)
- A lattice algorithm for pricing moving average barrier options (Q975929) (← links)
- Pricing discrete knock-out options with tree methods (Q1283717) (← links)
- Very fast algorithms for implied barriers and moving-barrier options pricing (Q2104341) (← links)
- Efficient and high accuracy pricing of barrier options under the CEV diffusion (Q2252824) (← links)
- Spectral binomial tree: new algorithms for pricing barrier options (Q2448315) (← links)
- Pricing double barrier options (Q2824904) (← links)
- The binomial interpolated lattice method for step double barrier options (Q2929371) (← links)
- Efficient willow tree method for European-style and American-style moving average barrier options pricing (Q4555115) (← links)