A fully coupled solution algorithm for pricing options with complex barrier structures
Year of publication: |
2010
|
---|---|
Authors: | Zhu, Zili ; Hoog, Frank de |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 18.2010, 1, p. 9-17
|
Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
-
Do Chinese retail option traders know anything about market volatility?
Liu, Ming-hua, (2012)
-
First-order calculus and option pricing
Carr, Peter, (2014)
-
Put-call-futures parity pricing in Australia
English, John W., (1993)
- More ...
-
A multivariate Mmdel to quantify and mitigate cybersecurity risk
Bentley, Mark, (2020)
-
A scenario-based integrated approach for modeling carbon price risk
Zhu, Zili, (2009)
-
Calibrating and pricing with a stochastic-local volatility model
Tian, Yu, (2015)
- More ...