The following pages link to Installment options close to expiry (Q937477):
Displaying 10 items.
- Asymptotic analysis of shout options close to expiry (Q469983) (← links)
- Pricing American continuous-installment options under stochastic volatility model (Q482015) (← links)
- An integral representation approach for valuing American-style installment options with continuous payment plan (Q555073) (← links)
- Valuation of European continuous-installment options (Q660913) (← links)
- Valuing continuous-installment options (Q1044158) (← links)
- Analytic valuation of European continuous-installment barrier options (Q2315940) (← links)
- (Q4564888) (← links)
- PENALTY AMERICAN OPTIONS (Q4631697) (← links)
- LAPLACE TRANSFORMS AND INSTALLMENT OPTIONS (Q5315616) (← links)
- Numerical approach for coupled systems resulting from pricing of derivatives: Modeling and pricing of installment options (Q6183005) (← links)