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在“Elsevier电子期刊”中，命中：9条，耗时：0.0159856 秒

在所有数据库中总计命中：18条

1.Pricing vulnerable path-dependent options using integral transforms

作者：Junkee Jeon^a ; ^{hollman@snu.ac.kr" class="auth_mail" title="E-mail the corresponding author} ; Ji-Hun Yoon^b ; ^{yssci99@pusan.ac.kr" class="auth_mail" title="E-mail the corresponding author} ; Myungjoo Kang^a ; ^{mkang@snu.ac.kr" class="auth_mail" title="E-mail the corresponding author}

关键词：Vulnerable barrier option ; Vulnerable double barrier option ; Vulnerable lookback option ; Method of image ; Double Mellin transform

刊名：Journal of Computational and Applied Mathematics

出版年：2017

2.Research of Fixed Strike Lookback Put Option on Extremes in Diffusion Model (B,S) - Financial Market

作者：S. Rozhkova^* ; ^{rozhkova@tpu.ru" class="auth_mail" title="E-mail the corresponding author} ; N. Dyomin^** ; ^{svrhm@rambler.ru" class="auth_mail" title="E-mail the corresponding author}

刊名：IFAC-PapersOnLine

出版年：2011

3.Using the continuous price as control variate for discretely monitored options

作者：Kemal Dinç ; er Dingeç ; ; ^{kemal.dingec@boun.edu.tr} ; ^{kdingec@yahoo.com} ; Wolfgang Hö ; rmann ^{hormannw@boun.edu.tr}

关键词：Option pricing ; Path dependent options ; Variance reduction ; Control variate

刊名：Mathematics and Computers in Simulation

出版年：2011

4.Extending quadrature methods to value multi-asset and complex path dependent options

作者：Ari D. Andricopoulos ; Martin Widdicks ; David P. Newton ; Peter W. Duck

关键词：Quadrature ; Option valuation ; Numerical techniques ; Barrier options ; Lookback options

刊名：Journal of Financial Economics

出版年：2007

5.Exotic reservations—Low-price guarantees

作者：Steven A. Carvell ; Daniel C. Quan

关键词：Internet ; Guaranteed reservations ; Lookback financial options

刊名：International Journal of Hospitality Management

出版年：2008

6.Linear-time option pricing algorithms by combinatorics

作者：Tian-Shyr Dai ; Li-Min Liu ; Yuh-Dauh Lyuu

关键词：Option ; Pricing ; Lattice ; Combinatorics ; Exotic option

刊名：Computers and Mathematics with Applications

出版年：2008

7.Universal option valuation using quadrature methods

作者：Andricopoulos ; Ari D. ; Widdicks ; Martin ; Duck ; Peter W. ; Newton ; David P.

关键词：G13 ; C63 ; Quadrature ; Option valuation ; Numerical techniques ; Barrier options ; Lookback options

刊名：Journal of Financial Economics

出版年：2003

8.Pricing Algorithms of Multivariate Path Dependent Options

作者：Kwok ; Yue Kuen ; Wong ; Hoi Ying ; Lau ; Ka Wo

刊名：Journal of Complexity

出版年：2001

9.Bounds on contingent claims based on several assets

作者：Boyle ; Phelim P. ; Lin ; X. Sheldon

关键词：Option pricing ; Upper bounds ; Multiple assets ; G12 ; G13

刊名：Journal of Financial Economics

出版年：1997

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