Results 251 to 260 of about 55,719 (269)
Some of the next articles are maybe not open access.
Piecewise linear double barrier options
Journal of Futures Markets, 2022Hangsuck Lee, Hongjun Ha, Minha Lee
exaly
Semi-analytic pricing of double barrier options with time-dependent barriers and rebates at hit
Frontiers of Mathematical Finance, 2022Andrey Itkin
exaly
The Pricing and Static Hedging of Multi-Step Double Barrier Options
Finance Research Letters, 2023Hangsuck Lee, Bangwon Ko, Minha Lee
openaire +1 more source
Double-barrier lookback options
International Review of Financial AnalysisHangsuck Lee, Minha Lee, Seongjoo Song
openaire +1 more source
On the valuation of double-barrier options: computational aspects
The Journal of Computational Finance, 2000openaire +2 more sources
Analytically pricing double barrier options based on a time-fractional Black–Scholes equation
Computers and Mathematics With Applications, 2015Wenting Chen, Xiang Xu, Song-Ping Zhu
exaly
Various types of double-barrier options
The Journal of Computational Finance, 2001openaire +1 more source
Pricing double-barrier options under a flexible jump diffusion model
Operations Research Letters, 2009Ning Cai, Xiangwei Wan
exaly
VALUATION OF CONTINUOUSLY MONITORED DOUBLE BARRIER OPTIONS AND RELATED SECURITIES
Mathematical Finance, 2012Mitya Boyarchenko, Sergei Levendorskii
exaly