Numerical algorithm for pricing of discrete barrier option in a Black-Scholes model
Pricing error on a logarithmic scale for a double barrier option in the... | Download Scientific Diagram
The Barrier Binary Options
PDF) Analytic Methods for Pricing Double Barrier Options in the Presence of Stochastic Volatility
Mathematics | Free Full-Text | Barrier Option Under Lévy Model : A PIDE and Mellin Transform Approach
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The Barrier Binary Options
![PDF] Option pricing under the double exponential jump-diffusion model by using the Laplace transform | Semantic Scholar](https://d3i71xaburhd42.cloudfront.net/d36b0a110c451797a7d527aceb24b00bbf066567/38-Figure5.1-1.png "PDF] Option pricing under the double exponential jump-diffusion model by using the Laplace transform | Semantic Scholar")
PDF] Option pricing under the double exponential jump-diffusion model by using the Laplace transform | Semantic Scholar
Double barrier option prices obtained by the Laplace transform based... | Download Scientific Diagram
PRICING DOUBLE BARRIER PARISIAN OPTIONS USING LAPLACE TRANSFORMS
Pricing Discretely Monitored Barrier Options under Markov Processes through Markov Chain Approximation | The Journal of Derivatives
PDF) Pricing double barrier Parisian Options using Laplace
Semi-closed-form prices of barrier options in the Hull-White model - Risk.net
Analytically pricing double barrier options based on a time-fractional Black–Scholes equation - ScienceDirect
Parallelized Trinomial Option Pricing Model On GPU With CUDA | PDF | Option (Finance) | Parallel Computing
ECOLE POLYTECHNIQUE Pricing double barrier Parisian Options using Laplace transforms
PDF) Pricing barrier options using PDEs in C++ | John Cai - Academia.edu
Double barrier option prices obtained by the Laplace transform based... | Download Scientific Diagram
Barrier tracks for the bounds and barrier option price estimate within... | Download Scientific Diagram
The Pricing of Double Barrier Options and Their Variations
DOUBLE-BARRIER PARISIAN OPTIONS
PDF) Double Barrier Options: Valuation by Path Counting
Analytically pricing double barrier options based on a time-fractional Black–Scholes equation - ScienceDirect
PDF) A New Approach to Pricing Double-Barrier Options with Arbitrary Payoffs and Exponential Boundaries | Otto Konstandatos - Academia.edu
PDF) Double-barrier Parisian options | Angelos Dassios - Academia.edu
![PDF] APPLICATION OF THE LAPLACE TRANSFORM FOR THE EVALUATION OF CONSOLS' PRESENT VALUE | Semantic Scholar](https://d3i71xaburhd42.cloudfront.net/593c87cf743125d8946645df1d6ca9a67d319814/3-Table1-1.png "PDF] APPLICATION OF THE LAPLACE TRANSFORM FOR THE EVALUATION OF CONSOLS' PRESENT VALUE | Semantic Scholar")