Pages that link to "Item:Q2151659"
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The following pages link to Closed form valuation of barrier options with stochastic barriers (Q2151659):
Displaying 10 items.
- Some sequential boundary crossing results for geometric Brownian motion and their applications in financial engineering (Q420141) (← links)
- Numerical evaluation of dynamic behavior of Ornstein-Uhlenbeck processes modified by various boundaries and its application to pricing barrier options (Q631490) (← links)
- Pricing derivatives with barriers in a stochastic interest rate environment (Q844767) (← links)
- Valuation of FX barrier options under stochastic volatility (Q1000409) (← links)
- Path collapse for multidimensional Brownian motion with rebirth (Q1767759) (← links)
- Valuation of Barrier Options in a Black–Scholes Setup with Jump Risk (Q4526198) (← links)
- Valuation formulae for window barrier options (Q4551196) (← links)
- THE PRICING OF OPTIONS WITH STOCHASTIC BOUNDARIES IN A GAUSSIAN ECONOMY (Q5384893) (← links)
- THE PRICING OF OPTIONS WITH STOCHASTIC BOUNDARIES IN A GAUSSIAN ECONOMY (Q5440943) (← links)
- Ranking the strategies to overcome the barriers of the maritime supply chain (MSC) of containerized freight under fuzzy environment (Q6170670) (← links)