The following pages link to Pricing double barrier options (Q2824904):
Displaying 18 items.
- A boundary element method to price time-dependent double barrier options (Q426959) (← links)
- Numerical valuation of discrete double barrier options (Q847225) (← links)
- Pricing discrete knock-out options with tree methods (Q1283717) (← links)
- Window double barrier options (Q1418776) (← links)
- A hybrid finite difference method for pricing two-asset double barrier options (Q1666349) (← links)
- Comment on ``Pricing double barrier options using Laplace transforms'' by Antoon Pelsser (Q1979082) (← links)
- Numerical method for discrete double barrier option pricing with time-dependent parameters (Q2006488) (← links)
- Outside barrier lookback options with floating strike (Q2132059) (← links)
- Design of green bonds by double-barrier options (Q2182829) (← links)
- A numerical method for pricing discrete double barrier option by Chebyshev polynomials (Q2184388) (← links)
- Efficient and fast numerical method for pricing discrete double barrier option by projection method (Q2401999) (← links)
- Spectral binomial tree: new algorithms for pricing barrier options (Q2448315) (← links)
- Pricing general barrier options: a numerical approach using sharp large deviations (Q2757306) (← links)
- The binomial interpolated lattice method for step double barrier options (Q2929371) (← links)
- HEDGING DOUBLE BARRIERS WITH SINGLES (Q3023924) (← links)
- Double knock-out Asian barrier options which widen or contract as they approach maturity (Q3395741) (← links)
- (Q4459814) (← links)
- DIGITAL DOUBLE BARRIER OPTIONS: SEVERAL BARRIER PERIODS AND STRUCTURE FLOORS (Q5411740) (← links)
