„path-dependent option“
Suchergebnisse
16 Treffer
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ML Values Autocall Derivatives
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Non-standard backward stochastic differential equations and multiple optimal stopping problems with applications to securities pricing
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Retraction Note to: The distribution of the maximum of a variance gamma process and path-dependent option pricing
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Exact simulation of Bessel diffusions
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Functional quantization-based stratified sampling methods
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Convergence of numerical methods for valuing path-dependent options using interpolation
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Tempered stable process, first passage time, and path-dependent option pricing
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ML Values Autocall Derivatives
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Path dependent options on yields in the affine term structure model
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Time Changes, Laplace Transforms and Path-Dependent Options
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Connecting discrete and continuous path-dependent options
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Explicit pricing formulas for vulnerable path-dependent options with early counterparty credit risk
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Non-standard backward stochastic differential equations and multiple and multiple optimal stopping problems with applications to securities pricing
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The distribution of the maximum of a variance gamma process and path-dependent option pricing
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Pricing Path Dependent Exotic Options – A Comprehensive Mathematical Framework
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Monte Carlo Methods for American Option Pricing