Barrier option

Results: 55



#Item
1Numerical pricing of discrete barrier and lookback options via Laplace transforms Giovanni Petrella and Steven Kou 331 Mudd Building, Department of IEOR, Columbia University, New York, NY 10027, USA Most contracts of ba

Numerical pricing of discrete barrier and lookback options via Laplace transforms Giovanni Petrella and Steven Kou 331 Mudd Building, Department of IEOR, Columbia University, New York, NY 10027, USA Most contracts of ba

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Source URL: www.rmi.nus.edu.sg

Language: English - Date: 2004-09-23 12:01:54
2Pricing, No-arbitrage Bounds and Robust Hedging of Installment Options Mark Davis, Walter Schachermayer and Robert Tompkins  Financial and Actuarial Mathematics Group Technische Universitat, Vienna, Austria September 1

Pricing, No-arbitrage Bounds and Robust Hedging of Installment Options Mark Davis, Walter Schachermayer and Robert Tompkins  Financial and Actuarial Mathematics Group Technische Universitat, Vienna, Austria September 1

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Source URL: www.istfin.eco.usi.ch

Language: English - Date: 2009-01-27 08:17:16
3doi:S0927

doi:S0927

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Source URL: www.rmi.nus.edu.sg

Language: English - Date: 2007-12-06 11:00:36
4HEDGING DOUBLE BARRIERS WITH SINGLES∗ Alessandro Sbuelz Tilburg University, First version: December 1999, This version: October 2000, PRELIMINARY

HEDGING DOUBLE BARRIERS WITH SINGLES∗ Alessandro Sbuelz Tilburg University, First version: December 1999, This version: October 2000, PRELIMINARY

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Source URL: www.istfin.eco.usi.ch

Language: English
5A General Framework for Pricing Asian Options Under Markov Processes

A General Framework for Pricing Asian Options Under Markov Processes

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Source URL: www.rmi.nus.edu.sg

Language: English - Date: 2015-07-02 21:04:44
6Mathematical Finance, Vol. 7, No. 4 (October 1997), 325–348 A CONTINUITY CORRECTION FOR DISCRETE BARRIER OPTIONS MARK BROADIE AND PAUL GLASSERMAN Columbia Business School, New York STEVEN KOU

Mathematical Finance, Vol. 7, No. 4 (October 1997), 325–348 A CONTINUITY CORRECTION FOR DISCRETE BARRIER OPTIONS MARK BROADIE AND PAUL GLASSERMAN Columbia Business School, New York STEVEN KOU

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Source URL: www.rmi.nus.edu.sg

Language: English - Date: 2003-10-31 13:23:00
7Option Valuation using Finite Differences October 2015 Option Valuation using Finite Differences Martin Toyer, CTO, TFG Financial Systems. Peter Russell, Team Lead, TFG Financial Systems

Option Valuation using Finite Differences October 2015 Option Valuation using Finite Differences Martin Toyer, CTO, TFG Financial Systems. Peter Russell, Team Lead, TFG Financial Systems

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Source URL: www.tfgsystems.com

Language: English - Date: 2015-10-08 08:18:22
8The McGill Tribune - YOU HAD AN OPTION, SIR: The (regulator... http://www.mcgilltribune.com/home/index.cfm?event=displayArticle... < Back | Home YOU HAD AN OPTION, SIR: The (regulatory) barrier method

The McGill Tribune - YOU HAD AN OPTION, SIR: The (regulator... http://www.mcgilltribune.com/home/index.cfm?event=displayArticle... < Back | Home YOU HAD AN OPTION, SIR: The (regulatory) barrier method

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Source URL: zenncars.com

Language: English - Date: 2011-08-24 14:23:40
9Pricing Algorithms for Options with Exotic Path-Dependence The advantage of the forward shooting grid approach over the finite-difference approach becomes more apparent when the governing differential equation for the op

Pricing Algorithms for Options with Exotic Path-Dependence The advantage of the forward shooting grid approach over the finite-difference approach becomes more apparent when the governing differential equation for the op

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Source URL: www.csc.ust.hk

Language: English - Date: 2002-01-21 19:48:38
10Double Barrier Cash or Nothing Options: a short note ´ and Angelo Joseph‡ Antonie Kotze May 2009 Financial Chaos Theory, Johannesburg, South Africa

Double Barrier Cash or Nothing Options: a short note ´ and Angelo Joseph‡ Antonie Kotze May 2009 Financial Chaos Theory, Johannesburg, South Africa

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Source URL: www.quantonline.co.za

Language: English - Date: 2011-08-09 12:24:09