Pages that link to "Item:Q1950192"
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The following pages link to Risk-neutral valuation of power barrier options (Q1950192):
Displaying 9 items.
- Pricing and hedging power options (Q1000415) (← links)
- Pricing down-and-out power options with exponentially curved barrier (Q1713232) (← links)
- The use of power numeraires in option pricing (Q1728170) (← links)
- The value of power-related options under spectrally negative Lévy processes (Q2047039) (← links)
- Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion (Q2150007) (← links)
- Highly efficient Shannon wavelet-based pricing of power options under the double exponential jump framework with stochastic jump intensity and volatility (Q2247115) (← links)
- Solving a partial differential equation associated with the pricing of power options with time‐dependent parameters (Q3462587) (← links)
- Pricing of Quanto power options and related exotic options (Q6110429) (← links)
- Pricing formula for a barrier call option based on stochastic delay differential equation (Q6192363) (← links)