Results 251 to 260 of about 181,599 (266)

Efficient and fast numerical method for pricing discrete double barrier option by projection method

Computers and Mathematics With Applications, 2017
Rahman Farnoosh, Amirhossein Sobhani, Mohammad Hossein Beheshti   +2 more
exaly  

Valuing Barrier Options

SSRN Electronic Journal, 2015
openaire   +1 more source

Barrier Option Pricing with Binomial Trees Applying Generalized Catalan Numbers

Journal of the Korea Academia-Industrial Cooperation Society, 2016
Seung-Il Choi
exaly  

CONVERGENCE OF BARRIER OPTION PRICES IN THE BINOMIAL MODEL

Mathematical Finance, 2013
exaly  

Pricing formula for a Barrier call option based on stochastic delay differential equation

Statistics and Probability Letters
Kyong-Hui Kim
exaly  

FX Barrier Options

2015
openaire   +1 more source

On barrier option pricing in binomial market with transaction costs

Applied Mathematics and Computation, 2007
exaly  

Two extensions to barrier option valuation

Applied Mathematical Finance, 1995
exaly  

EXOTIC BARRIER OPTIONS

1998
openaire   +1 more source

Hedging lookback-barrier option by Malliavin calculus in a mixed fractional Brownian motion environment

Communications in Nonlinear Science and Numerical Simulation
Yueting Yang
exaly