Pricing Israeli options: a pathwise approach

Author： Kühn C.   Kyprianou A. E.   van Schaik K.  

Publisher： Taylor & Francis Ltd

ISSN： 1744-2508

Source： Stochastics: An International Journal of Probability and Stochastic Processes, Vol.79, Iss.1-2, 2007-02, pp. : 117-137

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

An explicit finite difference approach to the pricing of barrier options

By Boyle Phelim P.    

Applied Mathematical Finance, Vol. 5, Iss. 1, 1998-03 ,pp. : 17-43

Routledge Ltd

Access to resources Recommend Favorite

Probabilistic approach to free boundary problems and pricing of American options

By Belopolskaya Ya.   Romadanova M.  

Journal of Mathematical Sciences, Vol. 176, Iss. 2, 2011-07 ,pp. : 124-145

Springer Publishing Company

Access to resources Recommend Favorite

Numerical Methods for the Pricing of Swing Options: A Stochastic Control Approach

By Barrera-Esteve Christophe   Bergeret Florent   Dossal Charles   Gobet Emmanuel   Meziou Asma   Munos Rémi   Reboul-Salze Damien  

Methodology And Computing In Applied Probability, Vol. 8, Iss. 4, 2006-12 ,pp. : 517-540

Springer Publishing Company

Access to resources Recommend Favorite

A New Approach to Pricing Double-Barrier Options with Arbitrary Payoffs and Exponential Boundaries

By Buchen Peter   Konstandatos Otto  

Applied Mathematical Finance, Vol. 16, Iss. 6, 2009-01 ,pp. : 497-515

Routledge Ltd

Access to resources Recommend Favorite

Pricing Options on Defaultable Stocks

By Bayraktar E.  

Applied Mathematical Finance, Vol. 15, Iss. 3, 2008-06 ,pp. : 277-304

Routledge Ltd

Access to resources Recommend Favorite