Pages that link to "Item:Q504846"
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The following pages link to An analytic expansion method for the valuation of double-barrier options under a stochastic volatility model (Q504846):
Displaying 10 items.
- Pricing vulnerable path-dependent options using integral transforms (Q344273) (← links)
- Efficiently pricing double barrier derivatives in stochastic volatility models (Q488214) (← links)
- An analytical approximation for single barrier options under stochastic volatility models (Q1621902) (← links)
- Efficient simulation for pricing barrier options with two-factor stochastic volatility and stochastic interest rate (Q1992683) (← links)
- Pricing external barrier options under a stochastic volatility model (Q2029429) (← links)
- Design of green bonds by double-barrier options (Q2182829) (← links)
- Multi-stage real option evaluation with double barrier under stochastic volatility and interest rate (Q2672922) (← links)
- An asymptotic expansion formula for up-and-out barrier option price under stochastic volatility model (Q3121191) (← links)
- Pricing double volatility barriers option under stochastic volatility (Q5086643) (← links)
- A New Approach to Pricing Double-Barrier Options with Arbitrary Payoffs and Exponential Boundaries (Q5851725) (← links)
