Pages that link to "Item:Q5739187"
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The following pages link to VALUATION OF BARRIER OPTIONS VIA A GENERAL SELF‐DUALITY (Q5739187):
Displaying 5 items.
- Option valuation by a self-exciting threshold binomial model (Q462735) (← links)
- Barrier option pricing under the 2-hypergeometric stochastic volatility model (Q2406299) (← links)
- Valuation of Barrier Options in a Black–Scholes Setup with Jump Risk (Q4526198) (← links)
- Valuation formulae for window barrier options (Q4551196) (← links)
- AN APPROXIMATION METHOD FOR PRICING CONTINUOUS BARRIER OPTIONS UNDER MULTI-ASSET LOCAL STOCHASTIC VOLATILITY MODELS (Q5854319) (← links)