„path-dependent option“

Suchergebnisse

16 Treffer

• ML Values Autocall Derivatives
  Shah 2024 tredition
• Non-standard backward stochastic differential equations and multiple optimal stopping problems with applications to securities pricing
  Zhang, Jianing ; Imkeller, Peter ; Schoenmakers, John G. M. ; Ankirchner, Stefan 2013 Humboldt Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II
• Retraction Note to: The distribution of the maximum of a variance gamma process and path-dependent option pricing
  Ivanov, Roman V.
• Exact simulation of Bessel diffusions
  Makarov, Roman N. ; Glew, Devin
• Functional quantization-based stratified sampling methods
  Corlay, Sylvain ; Pagès, Gilles
• Convergence of numerical methods for valuing path-dependent options using interpolation
  Forsyth, Peter ; Vetzal, Kenneth R. ; Zvan, R.
• Tempered stable process, first passage time, and path-dependent option pricing
  Kim, Young Shin
• ML Values Autocall Derivatives
  Shah 2024 tredition
• Path dependent options on yields in the affine term structure model
  Leblanc, Boris ; Scaillet, Olivier
• Time Changes, Laplace Transforms and Path-Dependent Options
  Geman, Hélyette
• Connecting discrete and continuous path-dependent options
  Broadie, Mark ; Glasserman, Paul ; Kou, S.G
• Explicit pricing formulas for vulnerable path-dependent options with early counterparty credit risk
  Kim, Donghyun ; Yoon, Ji-Hun
• Non-standard backward stochastic differential equations and multiple and multiple optimal stopping problems with applications to securities pricing
  Zhang, Jianing
• The distribution of the maximum of a variance gamma process and path-dependent option pricing
  Ivanov, Roman V.
• Pricing Path Dependent Exotic Options – A Comprehensive Mathematical Framework
  Konstandatos, Otto 2008 VDM Verlag Dr. Müller
• Monte Carlo Methods for American Option Pricing
  Barola, Alberto 2014 LAP LAMBERT Academic Publishing