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Search: subject:"Double barrier option"
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Option pricing theory
13
Optionspreistheorie
13
Option trading
11
Optionsgeschäft
11
Double barrier option
10
Black-Scholes model
3
Black-Scholes-Modell
3
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3
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3
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American corridor option
2
Discrete double barrier option
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2
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2
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2
Laplace transform
2
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Robust hedging
2
Skorokhod embedding
2
binary option
2
corridor option
2
digital double barrier option
2
digital option
2
double barrier option
2
evaluation of hedging strategies
2
linear programming
2
moments
2
occupation time
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partial barrier option
2
polynomial jump-diffusion
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structure floor
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Adaptive Gauss-Lobatto quadrature
1
Asymptotic expansion
1
Barrier option
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Black-Scholes
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Black-Scholes option price
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Black–Scholes
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Brownian motion of piecewise constant drift
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Ahmadian, D.
2
Golbabai, A.
2
Lee, Hangsuck
2
Lee, Minha
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1
Altay, Sühan
1
Ballestra, L.
1
Ballestra, L. V.
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HAIDINGER, RAINER
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Shiraya, Kenichiro
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Song, Shiyu
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International Journal of Theoretical and Applied Finance (IJTAF)
4
Finance research letters
3
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3
Computational economics
2
Review of derivatives research
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The journal of futures markets
2
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ECONIS (ZBW)
14
RePEc
7
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1
Continuity correction : on the pricing of discrete double barrier options
Luo, Sheng-Feng
;
Wong, Hsin-Chieh
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 51-90
Persistent link: https://www.econbiz.de/10014266376
Saved in:
2
Enhancing finite difference approximations for double barrier options : mesh optimization and repeated Richardson extrapolation
Ballestra, Luca Vincenzo
- In:
Computational management science
18
(
2021
)
2
,
pp. 239-263
Persistent link: https://www.econbiz.de/10012543403
Saved in:
3
The pricing and static hedging of multi-step double barrier options
Lee, Hangsuck
;
Ko, Bangwon
;
Lee, Minha
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473264
Saved in:
4
On pricing double-barrier options with Markov regime switching
Zhang, Xiaoyuan
;
Zhang, Tianqi
- In:
Finance research letters
51
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014288926
Saved in:
5
Pricing multiasset time-varying double-barrier options with time-dependent parameters
Lyuu, Yuh-dauh
;
Zhang, Yu-Quan
- In:
The journal of futures markets
43
(
2023
)
3
,
pp. 404-434
Persistent link: https://www.econbiz.de/10014293107
Saved in:
6
Piecewise linear double barrier options
Lee, Hangsuck
;
Ha, Hongjun
;
Lee, Minha
- In:
The journal of futures markets
42
(
2022
)
1
,
pp. 125-151
Persistent link: https://www.econbiz.de/10012796299
Saved in:
7
A computational method based on the moving least-squares approach for pricing double barrier options in a time-fractional Black-Scholes model
Golbabai, Ahmad
;
Nikan, Omid
- In:
Computational economics
55
(
2020
)
1
,
pp. 119-141
Persistent link: https://www.econbiz.de/10012222594
Saved in:
8
Hilbert transform, spectral filters and option pricingh
Phelan, Carolyn E.
;
Marazzina, Daniele
;
Fusai, Gianluca
; …
- In:
Application of operations research to financial markets
,
(pp. 273-298)
.
2019
Persistent link: https://www.econbiz.de/10012157552
Saved in:
9
Pricing double barrier options under a volatility regime-switching model with psychological barriers
Song, Shiyu
;
Wang, Yongjin
- In:
Review of derivatives research
20
(
2017
)
3
,
pp. 255-280
Persistent link: https://www.econbiz.de/10011936003
Saved in:
10
Pricing discrete double barrier options under Lévy processes : an extension of the method by Milev and Tagliani
Xiao, Shuang
;
Ma, Shihua
- In:
Finance research letters
19
(
2016
),
pp. 67-74
Persistent link: https://www.econbiz.de/10011657452
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