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Publication:3162730
zbMATH Open1197.91184MaRDI QIDQ3162730
Publication date: 21 October 2010
Title of this publication is not available (Why is that?)
Derivative securities (option pricing, hedging, etc.) (91G20) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Moving boundary problems for PDEs (35R37)
Related Items (8)
Asymptotic behaviour of random maturity barrier options ⋮ A semigroup expansion for pricing barrier options ⋮ Binomial Approximations for Barrier Options of Israeli Style ⋮ Valuation of American partial barrier options ⋮ Analytical Approximate Solutions to American Barrier and Lookback Option Values ⋮ An asymptotic expansion formula for up-and-out barrier option price under stochastic volatility model ⋮ Title not available (Why is that?) ⋮ Analytic solutions for American partial barrier options by exponential barriers
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