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Barrier option
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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 Add to Reading List Source URL: www.rmi.nus.edu.sg Language: English - Date: 2004-09-23 12:01:54 Mathematical analysis Fourier analysis Mathematical physics Differential equations Investment Lookback option Laplace transform Fourier transform Symbol Wave equation
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 Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2009-01-27 08:17:16 Options Economy Mathematical finance Finance Money BlackScholes model Putcall parity Barrier option Put option Lookback option Forward contract Valuation of options
3	doi:S0927 Add to Reading List Source URL: www.rmi.nus.edu.sg Language: English - Date: 2007-12-06 11:00:36 Options Economy Finance Money Investment Lookback option Barrier option Mathematical finance Option style Asian option Normal distribution Option
4	HEDGING DOUBLE BARRIERS WITH SINGLES∗ Alessandro Sbuelz Tilburg University, First version: December 1999, This version: October 2000, PRELIMINARY Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English Options Mathematical finance Barrier option Option style BlackScholes model Replicating portfolio Option Hedge Futures contract Forward contract VannaVolga pricing
5	A General Framework for Pricing Asian Options Under Markov Processes Add to Reading List Source URL: www.rmi.nus.edu.sg Language: English - Date: 2015-07-02 21:04:44 Options Stochastic processes Mathematical finance Asian option BlackScholes model Continuous-time Markov chain Barrier option Stochastic volatility Markov process Jump process
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 Add to Reading List Source URL: www.rmi.nus.edu.sg Language: English - Date: 2003-10-31 13:23:00 Options Barrier option BlackScholes model Option style Normal distribution Option
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 Add to Reading List Source URL: www.tfgsystems.com Language: English - Date: 2015-10-08 08:18:22 Mathematical finance Options VannaVolga pricing BlackScholes model Barrier option Implied volatility Valuation Partial differential equation Volatility smile Finite difference methods for option pricing
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 Add to Reading List Source URL: zenncars.com Language: English - Date: 2011-08-24 14:23:40 ZENN Low-speed vehicle Electric car Electric vehicle Hybrid electric vehicle Hybrid taxi ZENN Motor Company Transport Battery electric vehicles Green vehicles
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 Add to Reading List Source URL: www.csc.ust.hk Language: English - Date: 2002-01-21 19:48:38 Option style Asian option Lookback option Barrier option Binary option Option Black–Scholes Call option Valuation of options Financial economics Options Finance
10	Double Barrier Cash or Nothing Options: a short note ´ and Angelo Joseph‡ Antonie Kotze May 2009 Financial Chaos Theory, Johannesburg, South Africa Add to Reading List Source URL: www.quantonline.co.za Language: English - Date: 2011-08-09 12:24:09 Investment Binary option Barrier option Option style Option Exotic option Futures contract Greeks Moneyness Financial economics Options Finance

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