Pages that link to "Item:Q3114680"
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The following pages link to Pricing Discrete Barrier and Hindsight Options with the Tridiagonal Probability Algorithm (Q3114680):
Displaying 11 items.
- Chapman-Kolmogorov lattice method for derivatives pricing (Q505800) (← links)
- Numerical valuation of discrete double barrier options (Q847225) (← links)
- Computing exponential moments of the discrete maximum of a Lévy process and lookback options (Q964688) (← links)
- A lattice algorithm for pricing moving average barrier options (Q975929) (← links)
- On pricing discrete barrier options using conditional expectation and importance sampling Monte Carlo (Q2473285) (← links)
- Pricing financial claims contingent upon an underlying asset monitored at discrete times (Q2476662) (← links)
- Application of simplest random walk algorithms for pricing barrier options (Q2849683) (← links)
- Pricing methods for <i>α</i>-quantile and perpetual early exercise options based on Spitzer identities (Q5139204) (← links)
- Lookback option pricing using the Fourier transform B-spline method (Q5245351) (← links)
- A moment expansion approach to option pricing (Q5697340) (← links)
- Pricing Discrete Dynamic Fund Protections (Q5715934) (← links)
