Double barrier options: valuation by path counting
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Publisher
Infopro Digital Services Limited
Subject
Applied Mathematics,Computer Science Applications,Finance
Cited by 24 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Piecewise linear double barrier options;Journal of Futures Markets;2021-10-21
2. Double-Barrier Option Pricing Under the Hyper-Exponential Jump Diffusion Model;Operator Theory and Harmonic Analysis;2021
3. Efficient trinomial trees for local‐volatility models in pricing double‐barrier options;Journal of Futures Markets;2019-12-03
4. PRICING DOUBLE BARRIER OPTIONS ON HOMOGENEOUS DIFFUSIONS: A NEUMANN SERIES OF BESSEL FUNCTIONS REPRESENTATION;International Journal of Theoretical and Applied Finance;2019-09
5. A very efficient approach to compute the first-passage probability density function in a time-changed Brownian model: Applications in finance;Physica A: Statistical Mechanics and its Applications;2016-12
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