SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Valuation formulae for window barrier options
10 references·0 citing·32 second hop
Valuation formulae for window barrier options (2001)Valuation formulae for window barrier opt…Theory of rational option pricing (2005)Theory of rational option pri…Discrete Partial Barrier Options with a Moving Barrier (2001)Discrete Partial Barrier Opti…Partial Barrier Options (2000)Partial Barrier OptionsThe Complete Guide to Option Pricing Formulas (1997)The Complete Guide to Option …Pricing and hedging power options (1996)Pricing and hedging power opt…Handbook of Brownian Motion — Facts and Formulae (1996)Handbook of Brownian Motion —…Two extensions to barrier option valuation (1995)Two extensions to barrier opt…Pricing Options With Curved Boundaries 1 (1992)Pricing Options With Curved B…Theory of Rational Option Pricing (1973)Theory of Rational Option Pri…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…The Random Character of Stock Market Prices (1968)THE RELATIONSHIP BETWEEN PUT AND CALL OPTION PRICES (1969)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Coherent Measures of Risk (1999)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)The valuation of options for alternative stochastic processes (1976)The pricing of dual-expiry exotics (2004)Chapter 8 Discrete Barrier and Lookback Options (2007)A New Approach to Pricing Double-Barrier Options with Arbitrary Payoffs and Exponential Boundaries (2009)Continuous‐Time Methods in Finance: A Review and an Assessment (2000)A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions (2008)Pricing early-exercise and discrete barrier options by fourier-cosine series expansions (2009)Drift Independent Volatility Estimation Based on High, Low, Open, and Close Prices (2000)EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?* (2009)Fluctuations of Lévy Processes with Applications (2014)PRICING AND HEDGING DOUBLE‐BARRIER OPTIONS: A PROBABILISTIC APPROACH (1996)Connecting discrete and continuous path-dependent options (1999)PDE methods for pricing barrier options (2000)Arbitrage Theory in Continuous Time (1998)Arbitrage Theory in Continuous Time (2004)PRICES AND SENSITIVITIES OF BARRIER AND FIRST-TOUCH DIGITAL OPTIONS IN LÉVY-DRIVEN MODELS (2009)ON PRICING OF DISCRETE BARRIER OPTIONS (2003)Pricing equity-indexed annuities with path-dependent options (2003)Numerical pricing of discrete barrier and lookback options via Laplace transforms (2004)Option pricing: A simplified approach (1979)Pricing Discrete Barrier and Hindsight Options with the Tridiagonal Probability Algorithm (2001)The valuation of reset options with multiple strike resets and reset dates (2002)High-order accurate implicit methods for barrier option pricing (2011)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1973Theory of Rational Option Pricing8,060 cited
  • 2005Theory of rational option pricing7,176 cited
  • 1996Handbook of Brownian Motion — Facts and Formulae1,400 cited
  • 1997The Complete Guide to Option Pricing Formulas529 cited
  • 1992Pricing Options With Curved Boundaries 1268 cited
  • 1995Two extensions to barrier option valuation143 cited
  • 2000Partial Barrier Options82 cited
  • 1996Pricing and hedging power options64 cited
  • 2001Discrete Partial Barrier Options with a Moving Barrier29 cited

Cited by

No citing works inside the corpus for this window.

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work