Pages that link to "Item:Q2006488"
From MaRDI portal
The following pages link to Numerical method for discrete double barrier option pricing with time-dependent parameters (Q2006488):
Displaying 18 items.
- A boundary element method to price time-dependent double barrier options (Q426959) (← links)
- Numerical method of pricing discretely monitored barrier option (Q475657) (← links)
- A new finite difference method for pricing and hedging fixed income derivatives: comparative analysis and the case of an Asian option (Q896802) (← links)
- Semi-analytical method for the pricing of barrier options in case of time-dependent parameters (with Matlab\(^\circledR\) codes) (Q1642274) (← links)
- Numerical method for pricing discretely monitored double barrier option by orthogonal projection method (Q2133307) (← links)
- A numerical method for pricing discrete double barrier option by Chebyshev polynomials (Q2184388) (← links)
- A series-form solution for pricing variance and volatility swaps with stochastic volatility and stochastic interest rate (Q2202993) (← links)
- Numerical analysis of time fractional Black-Scholes European option pricing model arising in financial market (Q2326366) (← links)
- Efficient and fast numerical method for pricing discrete double barrier option by projection method (Q2401999) (← links)
- A numerical method for pricing discrete double barrier option by Legendre multiwavelet (Q2406310) (← links)
- Pricing double barrier options (Q2824904) (← links)
- Pricing Discrete Barrier and Hindsight Options with the Tridiagonal Probability Algorithm (Q3114680) (← links)
- Romberg numerical method for partial differential Brownian model with time parameter for discrete barrier option (Q3175555) (← links)
- (Q3456453) (← links)
- BARRIER OPTIONS PRICING WITH JOINT DISTRIBUTION OF GAUSSIAN PROCESS AND ITS MAXIMUM (Q5367498) (← links)
- (Q5884063) (← links)
- A numerical method for pricing discrete double barrier option by Lagrange interpolation on Jacobi nodes (Q6140451) (← links)
- Approximate price of the option under discretization by applying quadratic interpolation and Legendre polynomials (Q6156280) (← links)
