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~isPartOf:"Computational economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Barrier option"
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Barrier option
Option trading
79
Optionsgeschäft
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Option pricing theory
66
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35
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20
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Farnoosh, Rahman
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Huh, Jeonggyu
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Computational economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
The North American journal of economics and finance : a journal of financial economics studies
6
Finance research letters
2
International journal of theoretical and applied finance
2
Journal of economic dynamics & control
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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International review of financial analysis
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Static hedges of barrier options under fast mean-reverting stochastic volatility
Huh, Jeonggyu
;
Jeon, Jaegi
;
Ma, Yong-Ki
- In:
Computational economics
55
(
2020
)
1
,
pp. 185-210
Persistent link: https://www.econbiz.de/10012222596
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2
A numerical method for discrete single barrier option pricing with time-dependent parameters
Farnoosh, Rahman
;
Rezazadeh, Hamidreza
;
Sobhani, Amirhossein
- In:
Computational economics
48
(
2016
)
1
,
pp. 131-145
Persistent link: https://www.econbiz.de/10011646608
Saved in:
3
A modified least-squares simulation approach to value American barrier options
Zhang, Lihua
;
Zhang, Weiguo
;
Xu, Weijun
;
Shi, Xiang
- In:
Computational economics
44
(
2014
)
4
,
pp. 489-506
Persistent link: https://www.econbiz.de/10010489859
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