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![B I N O M I A L O P T I O N P R I C I N G, T H E B L A C K-S C H O L E S O P T I O N P R I C I N G F O R M U L A, A N D E X O T I C O P T I O N S Binomial Option Pricing, the Black-Scholes Option Pricing Formula, and Ex B I N O M I A L O P T I O N P R I C I N G, T H E B L A C K-S C H O L E S O P T I O N P R I C I N G F O R M U L A, A N D E X O T I C O P T I O N S Binomial Option Pricing, the Black-Scholes Option Pricing Formula, and Ex](https://www.pdfsearch.io/img/1348411d1166af26b7736a1918ae695d.jpg) | Add to Reading ListSource URL: pluto.mscc.huji.ac.ilLanguage: English - Date: 2014-02-02 05:57:49
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5![MANAGEMENT SCIENCE Vol. 57, No. 11, November 2011, pp. 2067–2081 issn eissn 11 5711 2067 http://dx.doi.orgmnsc MANAGEMENT SCIENCE Vol. 57, No. 11, November 2011, pp. 2067–2081 issn eissn 11 5711 2067 http://dx.doi.orgmnsc](https://www.pdfsearch.io/img/23df40e012aaf7429383e203b3f6bb02.jpg) | Add to Reading ListSource URL: www.rmi.nus.edu.sgLanguage: English - Date: 2011-12-14 17:41:48
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6![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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7![Quanto lookback options Min Dai Institute of Mathematics and Department of Financial Mathematics Peking University, Beijing, China (e-mails: ) Hoi Ying Wong Quanto lookback options Min Dai Institute of Mathematics and Department of Financial Mathematics Peking University, Beijing, China (e-mails: ) Hoi Ying Wong](https://www.pdfsearch.io/img/ecfe690be69d83816e537a974c9babe0.jpg) | Add to Reading ListSource URL: www.csc.ust.hkLanguage: English - Date: 2002-01-21 19:48:54
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8![Minimax Option Pricing Meets Black-Scholes in the Limit ∗ Jacob Abernethy Rafael M. Frongillo Minimax Option Pricing Meets Black-Scholes in the Limit ∗ Jacob Abernethy Rafael M. Frongillo](https://www.pdfsearch.io/img/5a1cdd43df93f451119b9119ca16adee.jpg) | Add to Reading ListSource URL: web.eecs.umich.eduLanguage: English - Date: 2013-10-28 18:03:14
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9![S – Approximations of Special Functions S30BAF NAG Library Routine Document S30BAF S – Approximations of Special Functions S30BAF NAG Library Routine Document S30BAF](https://www.pdfsearch.io/img/eae96416366e521283a796c24beec50f.jpg) | Add to Reading ListSource URL: nag.comLanguage: English - Date: 2013-01-25 10:47:20
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10![Asymptotic Method for Singularity in Path-Dependent Option Pricing Sang-Hyeon Park, Jeong-Hoon Kim Dept. Math. Yonsei University June 2010 Asymptotic Method for Singularity in Path-Dependent Option Pricing Sang-Hyeon Park, Jeong-Hoon Kim Dept. Math. Yonsei University June 2010](https://www.pdfsearch.io/img/1ba2f82965a2209b24f4bf60b0a4fa78.jpg) | Add to Reading ListSource URL: www.fields.utoronto.caLanguage: English - Date: 2010-06-25 10:24:10
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