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Discrete Partial Barrier Options with a Moving Barrier
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Discrete Partial Barrier Options with a Moving Barrier (2001)Discrete Partial Barrier Options with a M…High-order accurate implicit methods for barrier option pricing (2011)High-order accurate implicit …The valuation of reset options with multiple strike resets and reset dates (2002)The valuation of reset option…Valuation formulae for window barrier options (2001)Valuation formulae for window…Pricing Discrete Barrier and Hindsight Options with the Tridiagonal Probability Algorithm (2001)Pricing Discrete Barrier and …The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Theory of rational option pricing (2005)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Efficient and high accuracy pricing of barrier options under the CEV diffusion (2013)Options on the Maximum or the Minimum of Several Assets (1987)Pricing European average rate currency options (1992)Martingale Methods in Financial Modelling (1997)Option pricing: A simplified approach (1979)A Lattice Framework for Option Pricing with Two State Variables (1988)A Continuity Correction for Discrete Barrier Options (1997)Discrete extrema of Brownian motion and pricing of exotic options (2007)Lookback option pricing using the Fourier transform B-spline method (2014)
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  • 2001Pricing Discrete Barrier and Hindsight Options with the Tridiagonal Probability Algorithm24 cited
  • 2002The valuation of reset options with multiple strike resets and reset dates20 cited
  • 2001Valuation formulae for window barrier options17 cited
  • 2011High-order accurate implicit methods for barrier option pricing16 cited

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