Barrier option

Results: 55



#Item
11PRICING AND DELTAS OF DISCRETELY-MONITORED BARRIER OPTIONS USING STRATIFIED SAMPLING ON THE HITTING-TIMES TO THE BARRIER MARK JOSHI AND ROBERT TANG Abstract. We develop new Monte Carlo techniques based on stratifying the

PRICING AND DELTAS OF DISCRETELY-MONITORED BARRIER OPTIONS USING STRATIFIED SAMPLING ON THE HITTING-TIMES TO THE BARRIER MARK JOSHI AND ROBERT TANG Abstract. We develop new Monte Carlo techniques based on stratifying the

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Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-08-05 02:14:58
12Women’s Experience and Satisfaction with Emergency Contraception By S. Marie Harvey, Linda J. Beckman, Christy Sherman and Diana Petitti Context: If any new contraceptive technology is to become a viable option for dec

Women’s Experience and Satisfaction with Emergency Contraception By S. Marie Harvey, Linda J. Beckman, Christy Sherman and Diana Petitti Context: If any new contraceptive technology is to become a viable option for dec

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Source URL: www.guttmacher.org

Language: English - Date: 2003-04-16 12:18:20
13COA option 1 tag lockup A4 rev

COA option 1 tag lockup A4 rev

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Source URL: www.reefplan.qld.gov.au

Language: English - Date: 2014-12-15 18:11:48
14COA option 1 tag lockup A4 rev

COA option 1 tag lockup A4 rev

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Source URL: www.reefplan.qld.gov.au

Language: English - Date: 2015-03-12 23:25:03
15Outline  Double Barrier Options Valuation under Multifactor Pricing Models1 Jo˜ ao Pedro Nunes

Outline Double Barrier Options Valuation under Multifactor Pricing Models1 Jo˜ ao Pedro Nunes

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-21 11:04:29
16The Evaluation of Barrier Option Prices Under Stochastic Volatility Carl Chiarella†, Boda Kang† and Gunter H. Meyer? †  School of Finance and Economics

The Evaluation of Barrier Option Prices Under Stochastic Volatility Carl Chiarella†, Boda Kang† and Gunter H. Meyer? † School of Finance and Economics

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-24 21:31:32
17Carr-Wiener-Hopf method and refined fast Fourier transforms for pricing barrier options Mitya Boyarchenko1 , Svetlana Boyarchenko2 and Sergei Levendorski˘i3 Toronto, June 24, 2010

Carr-Wiener-Hopf method and refined fast Fourier transforms for pricing barrier options Mitya Boyarchenko1 , Svetlana Boyarchenko2 and Sergei Levendorski˘i3 Toronto, June 24, 2010

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-20 11:47:35
18Pricing and Hedging Exotic Options in Stochastic Volatility Models Zhanyu Chen Supervised by Prof. Thorsten Rheinl¨ander, Dr. Angelos Dassios The London School of Economics and Political Science

Pricing and Hedging Exotic Options in Stochastic Volatility Models Zhanyu Chen Supervised by Prof. Thorsten Rheinl¨ander, Dr. Angelos Dassios The London School of Economics and Political Science

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Source URL: etheses.lse.ac.uk

Language: English - Date: 2014-03-18 08:31:34
19MULTIVARIATE EXTENSION OF PUT-CALL SYMMETRY Michael Schmutz joint work with I. Molchanov University of Bern, Switzerland

MULTIVARIATE EXTENSION OF PUT-CALL SYMMETRY Michael Schmutz joint work with I. Molchanov University of Bern, Switzerland

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-20 16:03:22
20Microsoft Word - 08 Jan  Modifications.doc

Microsoft Word - 08 Jan Modifications.doc

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Source URL: www.dot.state.fl.us

Language: English - Date: 2014-10-10 12:43:59