Results 241 to 250 of about 204,697 (261)

A transform approach to compute prices and Greeks of barrier options driven by a class of Lévy processes

Quantitative Finance, 2010
Martijn Pistorius
exaly  

Barrier Options

2017
openaire   +1 more source

Analytically pricing double barrier options based on a time-fractional Black–Scholes equation

Computers and Mathematics With Applications, 2015
Wenting Chen, Xiang Xu, Song-Ping Zhu
exaly  

Pricing General Barrier Options: A Numerical Approach Using Sharp Large Deviations

Mathematical Finance, 1999
Paolo Baldi, Lucia Caramellino
exaly  

Barrier Options

2011
openaire   +1 more source

Barrier and American Options

2021
openaire   +1 more source

Double Barrier Options

2021
openaire   +1 more source

Double knock-out Asian barrier options which widen or contract as they approach maturity

Quantitative Finance, 2009
C Atkinson
exaly  

CONTINUOUSLY MONITORED BARRIER OPTIONS UNDER MARKOV PROCESSES

Mathematical Finance, 2013
Aleksandar Mijatović, Martijn Pistorius   +1 more
exaly  

Pricing double-barrier options under a flexible jump diffusion model

Operations Research Letters, 2009
Ning Cai, Xiangwei Wan
exaly