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Pricing American options with the Runge-Kutta-Legendre finite difference scheme
Le Floc'h, Fabien - In: International journal of theoretical and applied finance 24 (2021) 3, pp. 1-24
Persistent link: https://www.econbiz.de/10012652624
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Closed form formulas for exotic options and their lifetime distribution
Douady, Raphae͏̈l - In: International journal of theoretical and applied finance 2 (1999) 1, pp. 17-42
Persistent link: https://www.econbiz.de/10001372087
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Asian options with the American early exercise feature
Wu, Lixin; Kwok, Yue-Kuen; Yu, Hong - In: International journal of theoretical and applied finance 2 (1999) 1, pp. 101-111
Persistent link: https://www.econbiz.de/10001372098
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Defaultable bonds as Asian options
Buffet, Emmanuel - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 571
Persistent link: https://www.econbiz.de/10001524455
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An accurate valuation of Asian options using moments
Fusai, G.; Tagliani, Aldo - In: International journal of theoretical and applied finance 5 (2002) 2, pp. 147-169
Persistent link: https://www.econbiz.de/10001662967
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Refining the quadratic approximation formula for an American option
Wong, Woon Kwong; Xu, Kai - In: International journal of theoretical and applied finance 4 (2001) 5, pp. 773-781
Persistent link: https://www.econbiz.de/10001612221
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Pricing barrier options with square root process
Lo, C. F.; Yuen, P. H.; Hui, Cho H. - In: International journal of theoretical and applied finance 4 (2001) 5, pp. 805-818
Persistent link: https://www.econbiz.de/10001612240
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Pricing multi-asset options with an external barrier
Kwok, Yue-Kuen - In: International journal of theoretical and applied finance 1 (1998) 4, pp. 523-541
Persistent link: https://www.econbiz.de/10001255555
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Closed form valuation of American barrier options
Haug, Espen Gaarder - In: International journal of theoretical and applied finance 4 (2001) 2, pp. 355-359
Persistent link: https://www.econbiz.de/10001578752
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Monotonicity in the volatility of single-barrier option prices
Eriksson, Jonatan - In: International journal of theoretical and applied finance 9 (2006) 6, pp. 987-996
Persistent link: https://www.econbiz.de/10003380317