1![Numerical pricing of discrete barrier and lookback options via Laplace transforms Giovanni Petrella and Steven Kou 331 Mudd Building, Department of IEOR, Columbia University, New York, NY 10027, USA Most contracts of ba Numerical pricing of discrete barrier and lookback options via Laplace transforms Giovanni Petrella and Steven Kou 331 Mudd Building, Department of IEOR, Columbia University, New York, NY 10027, USA Most contracts of ba](https://www.pdfsearch.io/img/2c4537b0171eb37169f972a3c6fbc22a.jpg) | Add to Reading ListSource URL: www.rmi.nus.edu.sgLanguage: English - Date: 2004-09-23 12:01:54
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2![Pricing, No-arbitrage Bounds and Robust Hedging of Installment Options Mark Davis, Walter Schachermayer and Robert Tompkins Financial and Actuarial Mathematics Group Technische Universitat, Vienna, Austria September 1 Pricing, No-arbitrage Bounds and Robust Hedging of Installment Options Mark Davis, Walter Schachermayer and Robert Tompkins Financial and Actuarial Mathematics Group Technische Universitat, Vienna, Austria September 1](https://www.pdfsearch.io/img/2b25d6d4b4d94ac312efe86a244c431c.jpg) | Add to Reading ListSource URL: www.istfin.eco.usi.chLanguage: English - Date: 2009-01-27 08:17:16
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3![doi:S0927 doi:S0927](https://www.pdfsearch.io/img/3679a04683d0d6022ab4fb90b6a2c5c9.jpg) | Add to Reading ListSource URL: www.rmi.nus.edu.sgLanguage: English - Date: 2007-12-06 11:00:36
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4![HEDGING DOUBLE BARRIERS WITH SINGLES∗ Alessandro Sbuelz Tilburg University, First version: December 1999, This version: October 2000, PRELIMINARY HEDGING DOUBLE BARRIERS WITH SINGLES∗ Alessandro Sbuelz Tilburg University, First version: December 1999, This version: October 2000, PRELIMINARY](https://www.pdfsearch.io/img/fa42aa165eaf0908933c6c3482a3c5a6.jpg) | Add to Reading ListSource URL: www.istfin.eco.usi.chLanguage: English |
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5![A General Framework for Pricing Asian Options Under Markov Processes A General Framework for Pricing Asian Options Under Markov Processes](https://www.pdfsearch.io/img/3b85548b142790c5b57d81890fc70bee.jpg) | Add to Reading ListSource URL: www.rmi.nus.edu.sgLanguage: English - Date: 2015-07-02 21:04:44
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6![Mathematical Finance, Vol. 7, No. 4 (October 1997), 325–348 A CONTINUITY CORRECTION FOR DISCRETE BARRIER OPTIONS MARK BROADIE AND PAUL GLASSERMAN Columbia Business School, New York STEVEN KOU Mathematical Finance, Vol. 7, No. 4 (October 1997), 325–348 A CONTINUITY CORRECTION FOR DISCRETE BARRIER OPTIONS MARK BROADIE AND PAUL GLASSERMAN Columbia Business School, New York STEVEN KOU](https://www.pdfsearch.io/img/364fb32215197c49842c90eb1b10141e.jpg) | Add to Reading ListSource URL: www.rmi.nus.edu.sgLanguage: English - Date: 2003-10-31 13:23:00
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7![Option Valuation using Finite Differences October 2015
Option Valuation using Finite Differences Martin Toyer, CTO, TFG Financial Systems. Peter Russell, Team Lead, TFG Financial Systems Option Valuation using Finite Differences October 2015
Option Valuation using Finite Differences Martin Toyer, CTO, TFG Financial Systems. Peter Russell, Team Lead, TFG Financial Systems](https://www.pdfsearch.io/img/57a7f208f0aa0cd571a1cc5c356b4e82.jpg) | Add to Reading ListSource URL: www.tfgsystems.comLanguage: English - Date: 2015-10-08 08:18:22
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8![The McGill Tribune - YOU HAD AN OPTION, SIR: The (regulator... http://www.mcgilltribune.com/home/index.cfm?event=displayArticle... < Back | Home YOU HAD AN OPTION, SIR: The (regulatory) barrier method The McGill Tribune - YOU HAD AN OPTION, SIR: The (regulator... http://www.mcgilltribune.com/home/index.cfm?event=displayArticle... < Back | Home YOU HAD AN OPTION, SIR: The (regulatory) barrier method](https://www.pdfsearch.io/img/3700ff22a516f4b93800790259ffbd39.jpg) | Add to Reading ListSource URL: zenncars.comLanguage: English - Date: 2011-08-24 14:23:40
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9![Pricing Algorithms for Options with Exotic Path-Dependence The advantage of the forward shooting grid approach over the finite-difference approach becomes more apparent when the governing differential equation for the op Pricing Algorithms for Options with Exotic Path-Dependence The advantage of the forward shooting grid approach over the finite-difference approach becomes more apparent when the governing differential equation for the op](https://www.pdfsearch.io/img/50cc3f51bade7bb3bb2cd2793d84dc37.jpg) | Add to Reading ListSource URL: www.csc.ust.hkLanguage: English - Date: 2002-01-21 19:48:38
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10![Double Barrier Cash or Nothing Options: a short note ´ and Angelo Joseph‡ Antonie Kotze May 2009 Financial Chaos Theory, Johannesburg, South Africa Double Barrier Cash or Nothing Options: a short note ´ and Angelo Joseph‡ Antonie Kotze May 2009 Financial Chaos Theory, Johannesburg, South Africa](https://www.pdfsearch.io/img/9a0fee11d0e2545d33db9011b021ca6f.jpg) | Add to Reading ListSource URL: www.quantonline.co.zaLanguage: English - Date: 2011-08-09 12:24:09
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