scholarly journals On the valuation of constant barrier options under spectrally one-sided exponential Lévy models and Carr's approximation for American puts

2002 ◽  
Vol 100 (1-2) ◽  
pp. 75-107 ◽  
Author(s):  
Florin Avram ◽  
Terence Chan ◽  
Miguel Usabel
Keyword(s):  
Barrier Options ◽  
Exponential Lévy Models

Discrete Asian barrier options

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

Static Replication of Barrier Options: Some General Results

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