www.actuaries.org/AFIR/Colloquia/Nuernberg/Geman_Yor.pdfCachedSimilarPricing and Hedging Double-Barrier Options: A Probabilistic . instrument hits

https://www.rocq.inria.fr/mathfi/. /free. /mc_barrierpap_doc.pdfCachedMar 1, 2012 . the knock-and-in features lower the price of the option with respect to the

www.math.yorku.ca/~hku/j.1467-9965.2011.00513.x.pdfCachedSimilarif the asset price hits another curved barrier, a third barrier option is given, and so

Pricing Continuous Time Asian Options: A Comparison of Analytical and Monte

https://help.sap.com/saphelp_bankanalyzer42/. /en/. /content.htmCachedSimilarThe price calculator prices only European-style barrier options. . and Kunitomo

dl.acm.org/citation.cfm?id=2528156Jan 1, 2014 . Kunitomo, N. and Ikeda, M., Pricing options with curved boundaries. . An explicit

https://www.statindex.org/articles/107742Cached@article{CIS-107742, Author = {Kunitomo, Naoto and Ikeda, Masayuki}, Title = {

https://books.google.com/. /Pricing_Options_with_Curved_Boundaries.html? . Pricing Options with Curved Boundaries. Front Cover. Naoto Kunitomo, Masayuki

aip.scitation.org/doi/abs/10.1063/1.4930640In the conclusion, the price of American power barrier option is more expensive

Carr P and Jarrow A (1990) The stop-loss start-gain paradox and option

citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.15. CachedSimilarIn this paper we consider the problem of pricing European options which contain

repub.eur.nl/pub/7807/1997-0152.pdfSimilarKey Words: double barrier options, option pricing, partial di erential equations,

https://www.hindawi.com/journals/ddns/2016/2474305/ref/CachedSep 14, 2016 . View at Google Scholar; N. Kunitomo and M. Ikeda, “Pricing options with curved

www.columbia.edu/~sk75/sinica.pdfCachedSimilarAn important issue of pricing barrier options is whether the barrier crossing is

www.emis.de/journals/SWJPAM/Vol1_2003/6.ps.gzCachedDOUBLE BARRIER OPTIONS WITH CURVED BOUNDARIES . Since the

onlinelibrary.wiley.com/doi/10.1111/j.1467-9965.1992. x/abstractSimilarThis paper provides a general valuation method for the European options whose

https://doc.rero.ch/record/5233/files/1_fin0205.pdfCachedSimilaroptions such as double barriers, curved barriers and rainbow barriers. He used

https://sociorepec.org/publication.xml?h=repec:kap. v. CachedA Numerical Method for Discrete Single Barrier Option Pricing with . 5). Naoto

link.springer.com/article/10.1023/A:1021107418014On Pricing Exponential Square Root Barrier Knockout European Options .

www.tandfonline.com/doi/abs/10.1080/13504860903075480A New Approach to Pricing Double-Barrier Options with Arbitrary Payoffs and

www.sci.unich.it/convegni/2000/wmfgen00/costabile.psCachedSimilartional CRR algorithm can lead to consistent bias in pricing options with one at.

onlinelibrary.wiley.com/doi/10.1111/j.1467-9965.1992.tb00033.x/pdfSimilarthe lower or the upper curved boundaries. Although the general pricing formulae

https://www.econbiz.de/. pricing-options-with-curved-boundaries. / 10008609846CachedCorrection: Pricing Options with Curved Boundaries (Mathematical Finance 1992

www.skokholm.co.uk/wp-content/uploads/2013/02/62327.pdfCachedSimilarprocesses to a range of option-pricing problems for such models. The first . . [18

Jarrow, R.A., Rudd, A., Option Pricing, Richard D. Irwin, Homewood (1983). . N.,

investexcel.net/pricing-double-barrier-options/CachedSimilarThis Excel spreadsheet implements the numerical algorithm proposed by Ikeda

www.academia.edu/. /A_New_Approach_to_Pricing_Double-Barrier_ Options_with_Arbitrary_Payoffs_and_Exponential_BoundariesCachedA New Approach to Pricing Double-Barrier Options with Arbitrary Payoffs and . .

www.sciencedirect.com/science/article/pii/S1658365515000357SimilarFeb 20, 2015 . Ikeda and Kunitomo [8], derived a pricing formula for double barrier options with

https://arxiv.org/pdf/0806.4676CachedJun 28, 2008 . differential equation with the appropriate boundary conditions. . pricing formulas

fin.shufe.edu.cn/. /Exotic%20Options/DoubleBarrierOption.xlsCached1, Double Barrier Options, Up & Out, Down & Out Call . 25, Ikeda, M., &

Pricing options with curved boundaries. Mathematical Finance, 2:276–298, 1992.

www.scirp.org/journal/PaperInformation.aspx?PaperID=34306CachedSimilarA boundary element method is designed to solve the integral equation. . [4], N.

pc2.iam.fmph.uniba.sk/amuc/_contributed/algo2002/. /costabile.pdfCachedSimilarcurved boundaries. The remainder of the paper is organized as follows. In

https://mpra.ub.uni-muenchen.de/17548/CachedSimilarFeb 12, 2013 . Using this method, one may write the option price as a Fourier series, with

thebookee.net/pr/pricing-options-with-curved-boundaries-free-pdfCachedPricing options with curved boundaries free pdf. List of ebooks and manuels

www.econ.univpm.it/recchioni/finance/w3CachedSimilar[4]: Kunitomo, N., Ikeda, M.,``Pricing options with curved boundaries",

https://pdfs.semanticscholar.org/. / 9a53e4691ae3b71ebbf495793162c09190b2.pdfCachedThe derivation of the option pricing formula for a square root CEV process as . ..

https://catalog.hathitrust.org/Record/007192091CachedEstimation of asymmetrical volatility for asset prices : the simultaneous . Pricing

https://doi.org/10.1111/j.1467-9965.1992.tb00034.x1. I wish to thank Michael Brennan, Larry Merville, Ron Masulis, Dale Osbome,

A jump-diffusion model for option pricing. Management Science 48(8), 1086–

www.worldcat.org/. /pricing-options-with-curved-boundaries/. /28546195CachedGet this from a library! Pricing options with curved boundaries. [Naoto Kunitomo;

www.scielo.br/scielo.php?script=sci_arttext&pid=S2179. CachedKey words: barrier option; no-arbitrage pricing; hedging; Martingale measure;

www.econ.ku.dk/fru/wp/archive/2004_10.pdfCachedPrice formulas for single-barrier zero-rebate options were given in Merton (1973)

https://www.math.ust.hk/~maykwok/. /dou%20bar%20encyclo.pdfCachedSimilarprice. It is considered as a path dependent option since the payoff to the holder

econpapers.repec.org/RePEc:bla:mathfi:v:2:y:1992:i:4:p:275-298CachedDec 15, 2015 . Pricing Options With Curved Boundaries. Naoto Kunitomo and Masayuki Ikeda.

www.scirp.org/. /reference/ReferencesPapers.aspx?ReferenceID. CachedN. Kunitomo and M. Ikeda, “Pricing Options with Curved Boundaries,”

https://www.researchgate.net/. /229616413_Pricing_Options_With_Curved_ Boundaries1This paper provides a general valuation method for the European options whose

www.phy.cuhk.edu.hk/~cflo/Finance/papers/. /comment_FinStoc.pdfCachedSimilarsolutions of double barrier option values in terms of Fourier sine series can be

Jarrow, R.A., Rudd, A., Option Pricing, Richard D. Irwin, Homewood (1983). . N.,

www.sciencedirect.com/science/article/pii/S0022247X11011553SimilarDec 28, 2011 . Kunitomo and Ikeda [5] derived a pricing formula for double barrier options with

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