Pages that link to "Item:Q4825513"
From MaRDI portal
The following pages link to Pricing Discrete European Barrier Options Using Lattice Random Walks (Q4825513):
Displaying 6 items.
- A lattice algorithm for pricing moving average barrier options (Q975929) (← links)
- Efficient exponential timestepping algorithm using control variate technique for simulating a functional of exit time of one-dimensional Brownian diffusion with applications in finance (Q2211897) (← links)
- Efficient and high accuracy pricing of barrier options under the CEV diffusion (Q2252824) (← links)
- Application of simplest random walk algorithms for pricing barrier options (Q2849683) (← links)
- Romberg numerical method for partial differential Brownian model with time parameter for discrete barrier option (Q3175555) (← links)
- Discrete-Time Quadratic Hedging of Barrier Options in Exponential Lévy Model (Q4976503) (← links)