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Numerical method for discrete double barrier option pricing with time-dependent parameters

Computers and Mathematics With Applications, 2015
Rahman Farnoosh   +2 more
exaly  

Barrier option pricing: a hybrid method approach

Quantitative Finance, 2009
Yu-Hong Liu
exaly  

Trading wind power with barrier option

Applied Energy, 2016
Yunpeng Xiao, Zechen Wu
exaly  

Predicting Construction Contractor Default with Barrier Option Model

Journal of Construction Engineering and Management - ASCE, 2012
H Ping Tserng   +2 more
exaly  

A path-independent method for barrier option pricing in hidden Markov models

Physica A: Statistical Mechanics and Its Applications, 2015
Abbas Seifi
exaly  

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