scholarly journals Multi‐step reflection principle and barrier options

2022 ◽  
Author(s):  
Hangsuck Lee ◽  
Gaeun Lee ◽  
Seongjoo Song
Keyword(s):  
Reflection Principle ◽  
Barrier Options

Discrete Asian barrier options

1999 ◽  
Vol 3 (1) ◽  
pp. 41-67 ◽  
Author(s):  
R Zvan ◽  
P Forsyth ◽  
K Vetzal
Keyword(s):  
Barrier Options

Accurate Pricing of Continuous Barrier Options with Local Volatility

2011 ◽  
Author(s):  
Messaoud Chibane
Keyword(s):  
Barrier Options ◽  
Local Volatility

Static Replication of Barrier Options: Some General Results

2000 ◽  
Author(s):  
Leif B.G. Andersen ◽  
Jesper Andreasen ◽  
David A. Eliezer
Keyword(s):  
Barrier Options

Barrier Options Under Negative Rates in Black-Scholes

2014 ◽  
Author(s):  
Fabien Le Floc'h ◽  
Alexander Prrll
Keyword(s):  
Barrier Options ◽  
Black Scholes

Ultra-Fast Pricing Barrier Options and CDSs

2016 ◽  
Author(s):  
Sergei Levendorskii
Keyword(s):  
Barrier Options

Closed form valuation of barrier options with stochastic barriers

2021 ◽  
Author(s):  
Tristan Guillaume
Keyword(s):  
Closed Form ◽  
Barrier Options
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