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An efficient convergant lattice method for Asian option pricing with superlinear complexity
Lu, Ling; Xu, Wei; Qian, Zhehui - In: The journal of computational finance 20 (2016/2017) 4, pp. 1-38
Persistent link: https://www.econbiz.de/10011691626
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Pricing near the barrier : the case of discrete knock-out options
Steiner, Manfred; Wallmeier, Martin; Hafner, Reinhold - In: The journal of computational finance 3 (1999) 1, pp. 69-90
Persistent link: https://www.econbiz.de/10001517413
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A new integral representation of the early exercise boundary for American put options
Little, Thomas; Pant, Vijay; Hou, Chunli - In: The journal of computational finance 3 (2000) 3, pp. 73-96
Persistent link: https://www.econbiz.de/10001517427
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On the valuation of double-barrier options : computational aspects
Schröder, Michael - In: The journal of computational finance 3 (2000) 4, pp. 5-33
Persistent link: https://www.econbiz.de/10001517429
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Pricing discretely monitored barrier options
Sullivan, Michael A. - In: The journal of computational finance 3 (2000) 4, pp. 35-52
Persistent link: https://www.econbiz.de/10001517430
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Approximating American options and other financial contracts using barrier derivatives
Ingersoll, Jonathan E. - In: The journal of computational finance 2 (1998) 1, pp. 85-112
Persistent link: https://www.econbiz.de/10001447240
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Accurate approximations for European-style Asian options
Chalasani, Prasad; Jha, Somesh; Varikooty, Ashok - In: The journal of computational finance 1 (1998) 4, pp. 11-30
Persistent link: https://www.econbiz.de/10001366213
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Fast and accurate valuation of American barrier options
AitSahlia, Farid; Imhof, Lorens; Lai, Tze Leung - In: The journal of computational finance 7 (2003) 1, pp. 129-145
Persistent link: https://www.econbiz.de/10001805467
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Double barrier options : valuation by path counting
Sidenius, Jakob - In: The journal of computational finance 1 (1998) 3, pp. 63-79
Persistent link: https://www.econbiz.de/10001632708
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Pricing Asian and basket options via Taylor expansion
Ju, Nengjiu - In: The journal of computational finance 5 (2002) 3, pp. 79-103
Persistent link: https://www.econbiz.de/10001695286