Results 261 to 269 of about 55,719 (269)

Pricing discrete double barrier options with a numerical method

Journal of Asset Management, 2015
Pierre Rostan
exaly  

Double barrier hitting time distributions with applications to exotic options

Insurance: Mathematics and Economics, 1998
X Sheldon Lin
exaly  

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

Quantitative Finance, 2009
C Atkinson
exaly  

Pricing and static hedging of European-style double barrier options under the jump to default extended CEV model

Quantitative Finance, 2015
JOSÉ CARLOS Dias, João Pedro Vidal Nunes, João Pedro Ruas   +2 more
exaly  

Multi-piecewise linear double barrier options

Finance Research Letters
Hangsuck Lee, Minha Lee, Hongjun Ha
openaire   +1 more source

Pricing discrete double barrier options under Lévy processes: An extension of the method by Milev and Tagliani

Finance Research Letters, 2016
Shuang Xiao
exaly  

Double barrier options: valuation by path counting

The Journal of Computational Finance, 1998
openaire   +1 more source

Pricing and hedging more general double-barrier options

The Journal of Computational Finance, 2002
openaire   +1 more source

Valuing Double Barrier Options with Time-Dependent Parameters.

Edward Chi-Fai Lo, Cho-Hoi Hui
openaire