barrier option-经管之家(原经济论坛)-经济、管理、金融、统计在线教育和咨询网站

结果：找到“barrier option”相关内容58个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”

量化金融与金融数学学习资料（全英文）
4 个回复 - 2058 次查看 trading stratygy New folder Gatheral's Notes asset pricing 统计套利_12724677.pdf 【Wilmott】Paul Wilmott On Quantitative Finance.pdf ！static hedge arbitrary payo ...2022-4-30 12:05 - wz151400 - 现金交易版

Heynan and Kat, (1994) Partial barrier options
0 个回复 - 392 次查看 Heynen, Ronald C. and Kat, Harry M., Partial Barrier Options. THE JOURNAL OF FINANCIAL ENGINEERING, Volume 3, No. 3, September/December 1994.[/backcolor][/backcolor]2023-11-17 22:03 - yangc91 - 金融工程（数量金融）与金融衍生品

PRICING DOUBLE BARRIER PARISIAN OPTIONS USING LAPLACE TRANSFORMS
1 个回复 - 215 次查看【作者(必填)】CéLINE LABART and JéRÔME LELONG 【文题(必填)】PRICING DOUBLE BARRIER PARISIAN OPTIONS USING LAPLACE TRANSFORMS 【年份(必填)】2009 【全文链接或数据库名称(选填)】PRICING DO ...2023-1-9 21:57 - ssylzz - 求助成功区

ANALYTICAL PRICING OF DOUBLE-BARRIER OPTIONS UNDER A DOUBLE-EXPONENTIAL JUMP DIF
1 个回复 - 373 次查看【作者(必填)】ARTUR SEPP 【文题(必填)】ANALYTICAL PRICING OF DOUBLE-BARRIER OPTIONS UNDER A DOUBLE-EXPONENTIAL JUMP DIF 【年份(必填)】2003 【全文链接或数据库名称(选填)】ANALYTICAL PRICING OF ...2023-1-9 22:04 - ssylzz - 求助成功区

【金融教材系列】FX Barrier Options
115 个回复 - 6791 次查看 2015年最新教材，降价出售期已过，想要随时跟踪最新好书，请点击头像下方“加关注”。关注成功后，查看这里即可：三步走把千本好书“一网打尽”！。欢迎订阅wwqqer文库！欢迎订阅“经管之家系列文库”，全论坛 ...2016-5-2 09:15 - wwqqer - 金融学（理论版）

Piecewise linear double barrier options
1 个回复 - 604 次查看【作者(必填)】Hangsuck Lee,Hongjun Ha,Minha Lee 【文题(必填)】Piecewise linear double barrier options 【年份(必填)】21 October 2021 【全文链接或数据库名称(选填)】Piecewise linear double barri ...2021-10-27 08:02 - ssylzz - 求助成功区

Double barrier hitting time distributions with applications to exotic options
2 个回复 - 1074 次查看【作者(必填)】 [*]X. Sheldon Lin 【文题(必填)】Double barrier hitting time distributions with applications to exotic options 【年份(必填)】Volume 23, Issue 1, 31 October 1998, Pages 45–58 【全 ...2015-2-9 08:13 - ssylzz - 求助成功区

PRICING DOUBLE BARRIER PARISIAN OPTIONS USING LAPLACE TRANSFORMS Read More: ht
3 个回复 - 939 次查看【作者(必填)】【文题(必填)】PRICING DOUBLE BARRIER PARISIAN OPTIONS USING LAPLACE TRANSFORMS[/backcolor] [/backcolor] 【年份(必填)】CéLINE LABART and JéRÔME LELONG, Int. J. Theor. App ...2015-2-9 08:07 - ssylzz - 求助成功区

Pricing double barrier options using Laplace transforms
2 个回复 - 790 次查看【作者(必填)】 [*]Antoon Pelsser 【文题(必填)】Pricing double barrier options using Laplace transforms 【年份(必填)】Finance and Stochastics January 2000, Volume 4, Issue 1, pp 95-104 【 ...2013-9-10 12:25 - ssylzz - 求助成功区

求“Pricing double barrier options using Laplace transforms”
2 个回复 - 685 次查看【作者(必填)】 Antoon Pelsser 【文题(必填)】 Pricing double barrier options using Laplace transforms 【年份(必填)】 2000 【全文链接或数据库名称(选填)】 http://link.springer.com/article/10.100 ...2015-10-25 12:38 - yjhanywhere - 求助成功区

求一篇论文，Two extensions to barrier option valuation
2 个回复 - 820 次查看作者 Peter Carr，发表于1995年于[/backcolor]Applied Mathematical Finance[/backcolor]， volume 2, issue number3. 哪位好心人有国外的期刊账号帮我下一下论文，谢谢！！2020-2-19 14:03 - love-popov - 金融工程（数量金融）与金融衍生品

【文献查找】Partial Barrier Options. JFE
2 个回复 - 840 次查看查找一篇JFE 94年的文献： Heynen, Ronald C. and Kat, Harry M., Partial Barrier Options. THE JOURNAL OF FINANCIAL ENGINEERING, Volume 3, No. 3, September/December 1994., Cass Business School Research P ...2021-10-15 15:56 - xj4123 - 金融工程（数量金融）与金融衍生品

Heynan,R.C. and Kat, H.M.(1994) Partial barrier options
3 个回复 - 891 次查看【作者(必填)】Heynan,R.C. and Kat, H.M. 【文题(必填)】Partial barrier options 【年份(必填)】1994 【全文链接或数据库名称(选填)】Heynen, Ronald C. and Kat, Harry M., Partial Barrier Options. TH ...2020-6-17 09:17 - solo0831 - 文献求助专区

Pricing discrete double barrier options with a numerical method
2 个回复 - 478 次查看【作者(必填)】Pierre Rostan,Alexandra Rostan,François-éric Racicot 【文题(必填)】Pricing discrete double barrier options with a numerical method 【年份(必填)】Journal of Asset Management, ...2019-12-22 13:59 - phdcs_2008 - 求助成功区

【独家发布】FX Barrier Options: A Comprehensive Guide for Industry Quants
0 个回复 - 1218 次查看 FX Barrier Options: A Comprehensive Guide for Industry Quants Author(s): Zareer Dadachanji Series: Applied Quantitative Finance Publisher: Palgrave Macmillan, Year: 2016 ISBN: 1137462744, 97 ...2019-12-16 12:24 - hhasoka - 教育经济学

Barriers to the adoption of online supply chain solutions in small and medium
2 个回复 - 925 次查看【作者(必填)】 Premkumar G.1; Ramamurthy K.2; Crum M.1 【文题(必填)】 Barriers to the adoption of online supply chain solutions in small and medium enterprises【年份(必填)】 European Journal of I ...2013-6-6 20:22 - jyjkshuai - 求助成功区

Complex Barrier Options
2 个回复 - 572 次查看【作者(必填)】 Cheuk, Terry H. F. & Vorst, Ton 【文题(必填)】 Complex Barrier Options 【年份(必填)】 JOURNAL OF DERIVATIVES, Fall 1996 【全文链接或数据库名称(选填)】常用的数据库似乎搜索不到这 ...2018-1-18 11:07 - zxun - 求助成功区

求Valuation of Discrete Barrier Options by Interpolations
2 个回复 - 1068 次查看【作者(必填)】 Wei, J. , 【文题(必填)】 Valuation of Discrete Barrier Options by Interpolations 【年份(必填)】 1998 【期刊】Journal of Derivatives2017-12-26 18:57 - zxun - 文献求助专区

求Pricing near the barrier: The case of discrete knock-out options
3 个回复 - 1028 次查看【作者(必填)】 Steiner, M., & Wallmeier, M. 【文题(必填)】 Pricing near the barrier: The case of discrete knock-out options 【年份(必填)】 1999 【期刊】 Journal of Computational Finance ...2017-12-26 18:53 - zxun - 文献求助专区

Pricing double barrier options under a volatility regime-switching model with ps
1 个回复 - 783 次查看【作者(必填)】Shiyu SongEmail author[/backcolor]Yongjin Wang 【文题(必填)】Pricing double barrier options under a volatility regime-switching model with psychological barriers 【年份(必填)】Review ...2017-12-10 15:19 - ssylzz - 求助成功区

Double barrier option under regime-switching exponential mean-reverting process
2 个回复 - 723 次查看【作者(必填)】P. Eloea, R. H. Liua* & J. Y. Suna 【文题(必填)】Double barrier option under regime-switching exponential mean-reverting process 【年份(必填)】2009 【全文链接或数据库名称(选填)】h ...2016-4-6 12:29 - hnu123 - 求助成功区

The Mathematical Foundations of Barrier Option-Pricing Theory
0 个回复 - 1669 次查看【作者(必填)】 Rich, D., (1994), 【文题(必填)】 The Mathematical Foundations of Barrier Option-Pricing Theory【年份(必填)】 Rich, D., (1994), 【全文链接或数据库名称(选填)】Advances in Futures and ...2016-12-26 17:30 - nflsmars - 文献求助专区

Static Hedge Arbitrary payoff Barrier Option
0 个回复 - 1074 次查看 This volume presents a number of new theoretical results for the replication of barrier options through a statice portfolio of Eureapean put and call options2016-12-23 13:27 - Xaah - 金融学（理论版）

请教关于Barrier Option Pricing
13 个回复 - 7901 次查看各位大神，我又来请教问题了，学艺不精，请多多指教》是这样，我现在在研究Variance Gamma Option Pricing Model, 它的基本原理我也清楚了，现在是需要以一个barrier option的定价来说明VG model 比经典的BS model ...2014-5-17 03:13 - sushuiasushui - 金融工程（数量金融）与金融衍生品

外文文献求助JOD1995 On Pricing Barrier Options
1 个回复 - 760 次查看【作者(必填)】 Ritchken, Peter. 【文题(必填)】 "On Pricing Barrier Options." The Journal of Derivatives 3.2 (1995) 【年份(必填)】 1995 【全文链接或数据库名称(选填)】2016-12-5 21:12 - nflsmars - 求助成功区

The Mathematical Foundations of Barrier Option Pricing Theory
1 个回复 - 2463 次查看【作者(必填)】D.R. Rich[/backcolor] 【文题(必填)】The [/backcolor]Mathematical [/backcolor]Foundations [/backcolor]of [/backcolor]Barrier Option [/backcolor]Pricing [/backcolor]Theory 【年份(必填 ...2016-8-29 22:29 - hnzb - 文献求助专区

求书FX Barrier Options
5 个回复 - 1925 次查看作者 Zareer Dadachanji，2015年的新书，求大神分享2016-3-2 16:45 - cooper56 - 金融工程（数量金融）与金融衍生品

Fast Numerical Pricing of Barrier Options under Stochastic Volatility and Jumps
1 个回复 - 639 次查看【作者(必填)】C. Guardasoni and S. Sanfelici 【文题(必填)】Fast Numerical Pricing of Barrier Options under Stochastic Volatility and Jumps 【年份(必填)】2016 【全文链接或数据库名称(选填)】htt ...2016-4-11 23:21 - lipj - 求助成功区

Fast Numerical Pricing of Barrier Options under Stochastic Volatility and Jump
3 个回复 - 1010 次查看【作者(必填)】C. Guardasoni and S. Sanfelici 【文题(必填)】Fast Numerical Pricing of Barrier Options under Stochastic Volatility and Jumps 【年份(必填)】2016 【全文链接或数据库名称(选填)】htt ...2016-3-5 14:42 - lipj - 求助成功区

American options with time dependent barriers
1 个回复 - 729 次查看【作者(必填)】 Kwok,Y.K.,L.Wu and H.Yu 【文题(必填)】 American options with time dependent barriers 【年份(必填)】 1997 【全文链接或数据库名称(选填)】 Working paper2015-10-5 13:27 - feiyufans - 文献求助专区

Enhanced numerical methods for options with barriers.
0 个回复 - 1295 次查看 Enhanced numerical methods for options with barriers.2015-9-29 13:13 - LinXiao36 - 金融学（理论版）

Equity Single Barrier Options. RiskMetrics(Reserach Technic Notes)
0 个回复 - 1070 次查看定价single Barrier Option2015-9-24 10:19 - LinXiao36 - 风险管理

The mathematical foundations of barrier-option pricing theory
0 个回复 - 1751 次查看【作者(必填)】 Rich, D 【文题(必填)】 The mathematical foundations of barrier-option pricing theory，Adv Futures Options Res 7: pp. 267-311 【年份(必填)】 1994 【全文链接或数据库名称(选填)】没找 ...2015-7-6 10:52 - gatty - 文献求助专区

Pricing Discrete Double Barrier Options With A Numerical Method
3 个回复 - 872 次查看【作者(必填)】Pierre Rostan, Alexandra Rostan and François-Éric Racicot 【文题(必填)】Pricing Discrete Double Barrier Options With A Numerical Method 【年份(必填)】2015 【全文链 ...2015-5-25 20:57 - lipj - 求助成功区

求 Price and Volume Effects of Exchange-Traded Barrier Options: Evidence from Ca
2 个回复 - 1040 次查看【作者(必填)】 Adrian C. H. Lei 【文题(必填)】 Price and Volume Effects of Exchange-Traded Barrier Options: Evidence from Callable Bull/Bear Contracts 【年份(必填)】 2014 【全文链接或数据库名 ...2015-4-22 22:32 - forrest_zhukun - 求助成功区

Pricing double barrier options using Laplace transforms
2 个回复 - 850 次查看【作者(必填)】【文题(必填)】Pricing double barrier options using Laplace transforms 【年份(必填)】Finance and Stochastics January 2000, Volume 4, Issue 1, pp 95-104 【全文链接或数据库名称(选填 ...2015-2-10 02:20 - ssylzz - 求助成功区

PRICING AND HEDGING DOUBLE-BARRIER OPTIONS: A PROBABILISTIC APPROACH
1 个回复 - 1026 次查看【作者(必填)】Hélyette Geman1,† andMarc Yor2,† 【文题(必填)】PRICING AND HEDGING DOUBLE-BARRIER OPTIONS: A PROBABILISTIC APPROACH 【年份(必填)】Volume 6, Issue 4,pages 365–378,Octo ...2015-2-9 08:05 - ssylzz - 求助成功区

正式版ANALYTICAL PRICING OF DOUBLE-BARRIER OPTIONS UNDER A DOUBLE-EXPONENTIAL JU
2 个回复 - 813 次查看【作者(必填)】【文题(必填)】 ANALYTICAL PRICING OF DOUBLE-BARRIER OPTIONS UNDER A DOUBLE-EXPONENTIAL JUMP DIFFUSION PROCESS: APPLICATIONS OF LAPLACE TRANSFORM[/backcolor] [/backcolor] 【年份( ...2015-1-6 05:53 - ssylzz - 求助成功区

Local time and the pricing of time-dependent barrier options
1 个回复 - 741 次查看【作者(必填)】【文题(必填)】Local time and the pricing of time-dependent barrier options 【年份(必填)】【全文链接或数据库名称(选填)】http://link.springer.com/article/10.1007%2Fs00780-008-0077 ...2015-1-6 06:01 - ssylzz - 求助成功区

正式版Psychological Barriers and Option Pricing
1 个回复 - 787 次查看【作者(必填)】ong-Gyu Jang1, Changki Kim2,*, Kyeong Tae Kim3, Seungkyu Lee3 andDong-Hoon Shin4 【文题(必填)】Psychological Barriers and Option Pricing 【年份(必填)】【全文链接或数据库名称(选 ...2014-12-31 06:51 - ssylzz - 求助成功区

The Effect of Model Risk on the Valuation of Barrier Options
5 个回复 - 1093 次查看【作者(必填)】 Ali Hirsa, Georges Courtadon, Dilip B. Madan 【文题(必填)】The Effect of Model Risk on the Valuation of Barrier Options 【年份(必填)】2003 【全文链接或数据库名称(选填)】Journal ...2014-11-6 16:59 - Bumboo - 求助成功区

Pricing barrier stock options with discrete dividends by approximating analytica
1 个回复 - 959 次查看【作者(必填)】【文题(必填)】Pricing barrier stock options with discrete dividends by approximating analytical formulae 【年份(必填)】Volume 14, Issue 8, 2014 【全文链接或数据库名称(选填)】http:/ ...2014-10-13 09:59 - ssylzz - 求助成功区

求文献Efficient pricing of barrier options with the variance-gamma model
3 个回复 - 1847 次查看如题，求篇文献Efficient pricing of barrier options with the variance-gamma model 作者：Athanassios N. Avramidis Abstract： We develop an efficient Monte Carlo algorithm for pricing barrier options ...2014-5-15 02:49 - sushuiasushui - 金融工程（数量金融）与金融衍生品

Barriers to Technology Adoption and Development
3 个回复 - 608 次查看【作者(必填)】 [*]Stephen Parente [*]Edward C. Prescott 【文题(必填)】Barriers to Technology Adoption and Development 【年份(必填)】1994 【全文链接或数据库名称(选填)】JSTOR2013-12-22 09:43 - huolei521 - 求助成功区

PRICING CHAINED OPTIONS WITH CURVED BARRIERS
0 个回复 - 1043 次查看 Mathematical Finance, Vol. 23, No. 4 (October 2013), 763–7762013-11-4 05:07 - 陈肃1990 - 金融工程（数量金融）与金融衍生品

Barriers to technology adoption and development
1 个回复 - 858 次查看【作者(必填)】Prescott E C, Parente S L 【文题(必填)】Barriers to technology adoption and development 【年份(必填)】1994 【全文链接或数据库名称(选填)】未知2013-9-4 20:57 - huolei521 - 求助成功区

projecteuclid Asymptotics of European Double-Barrier Option
1 个回复 - 701 次查看【作者(必填)】R. Carrada-Herrera, S. M. Grudsky, C. Palomino-Jiménez, and R. M. Porter[/backcolor] 【文题(必填)】Asymptotics of European Double-Barrier Option with Compound Poisson Component [/bac ...2013-8-30 09:27 - 352693585 - 求助成功区

one-touch window barrier option formula
1 个回复 - 2387 次查看求one-touch(or american digital) window barrier(or type B: forward-start) option formula, 区别普通one-touch option在于, 观察标的是否触发障碍的时间区间不同；普通one-touch的观察区间为0≤t≤T2; forw ...2011-6-16 21:23 - juliangong - 悬赏大厅

projecteuclid文献Asymptotics of European Double-Barrier Option
4 个回复 - 1810 次查看【作者(必填)】R. Carrada-Herrera, S. M. Grudsky, C. Palomino-Jiménez, and R. M. Porter 【文题(必填)】Asymptotics of European Double-Barrier Option with Compound Poisson Component 【年份(必填)】 ...2013-5-6 17:51 - 352693585 - 文献求助专区

Barrier_options
1 个回复 - 855 次查看 Barrier_options2013-3-25 23:09 - Tabriz666 - Forum

A barrier option framework for corporate security valuation
0 个回复 - 103 次查看 2012-11-2 17:52 - suisui00 - 论文版

a continuity correction for discrete barrier options
1 个回复 - 2623 次查看 a continuity correction for discrete barrier options2009-12-27 22:47 - zengyan1984 - 论文版

Barrier option 加入参与率的定价公式怎么改，谢谢！
13 个回复 - 7331 次查看小弟用MC定价一个barrier option（应该是，具体产品见附件pdf），其中参与率是40%。想用公式解来验证一下MC的结果，但公式解得是不含参与率的barrier options，请问如果加上参与率，公式该怎么改一下呢？（这个 ...2009-5-17 21:45 - Refresher - 金融工程（数量金融）与金融衍生品

Robust Static Super-Replication of Barrier Options
2 个回复 - 3213 次查看 Publisher: Walter de Gruyter 2009 | 197 Pages | ISBN: 3110204681 | PDF | 1 MB http://www.megaupload.com/?d=FMGHB90Y This book presents hedging strategies for a class of financial options. ...2010-2-3 18:13 - zhaohailei - 金融学（理论版）

ON PRICING OF DISCRETE BARRIER OPTIONS
0 个回复 - 1233 次查看 ON PRICING OF DISCRETE BARRIER OPTIONS2009-12-27 23:08 - zengyan1984 - 论文版

Numerical pricing of discrete barrier and lookback options
0 个回复 - 1731 次查看 Numerical pricing of discrete barrier and lookback options via Laplace transforms2009-12-27 23:07 - zengyan1984 - 论文版

[求助] 如何用PDE去price barrier option
6 个回复 - 4304 次查看小弟对PDE并不熟悉, 要我用PDE去计算证明barrier option的价格公式实在太困难了.请问哪里可以找到相关的资料? 最好有比较详细的证明过程的.万分感谢!2008-8-12 07:44 - koa2001 - 金融学（理论版）

Can Education Be a Barrier to Technology Adoption?-教育会成为技术采用的障碍吗?本研究的目的是测试教...
0 个回复 - 245 次查看 2006-2-12 22:48 - 人的城镇化066 - Forum

Can Education Be a Barrier to Technology Adoption?
0 个回复 - 247 次查看 2006-2-12 16:33 - 信息技术管理441 - Forum

课程推荐