Numerical pricing of discrete barrier and lookback options via Laplace transforms
Year of publication: |
2004
|
---|---|
Authors: | Petrella, Giovanni ; Kou, Steven |
Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 8.2004, 1, p. 1-37
|
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 ...
-
Pricing path-dependent options with jump risk via Laplace transforms
Kou, Steven, (2005)
-
Pricing path-dependent options with jump risk via Laplace transforms
Kou, Steven, (2005)
-
Option bid-ask spread and scalping risk : evidence from a covered warrants market
Petrella, Giovanni, (2006)
- More ...