scholarly journals Conditional Sampling for Barrier Option Pricing Under the Heston Model

2013 ◽  
pp. 253-269 ◽  
Author(s):  
Nico Achtsis ◽  
Ronald Cools ◽  
Dirk Nuyens
Keyword(s):  
Option Pricing ◽  
Heston Model ◽  
Conditional Sampling ◽  
Barrier Option ◽  
Barrier Option Pricing

scholarly journals Conditional Sampling for Barrier Option Pricing under the LT Method

2013 ◽  
Vol 4 (1) ◽  
pp. 327-352 ◽  
Author(s):  
Nico Achtsis ◽  
Ronald Cools ◽  
Dirk Nuyens
Keyword(s):  
Option Pricing ◽  
Conditional Sampling ◽  
Barrier Option ◽  
Barrier Option Pricing

scholarly journals An Accurate FFT-Based Algorithm for Bermudan Barrier Option Pricing

2012 ◽  
Vol 04 (03) ◽  
pp. 89-93 ◽  
Author(s):  
Deng Ding ◽  
Zuoqiu Weng ◽  
Jingya Zhao
Keyword(s):  
Option Pricing ◽  
Barrier Option ◽  
Barrier Option Pricing

scholarly journals American Barrier Option Pricing Formulas for Stock Model in Uncertain Environment

IEEE Access ◽  
2019 ◽  
Vol 7 ◽  
pp. 97846-97856 ◽  
Author(s):  
Rong Gao ◽  
Kaixiang Liu ◽  
Zhiguo Li ◽  
Rongjie Lv
Keyword(s):  
Option Pricing ◽  
Barrier Option ◽  
Uncertain Environment ◽  
Stock Model ◽  
Barrier Option Pricing
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