封面图片

Pricing down-and-out power options with exponentially curved barrier

Power barrier options are options where the payoff depends on an underlying asset raised to a constant number. The barrier determines whether the option is knocked in or knocked out of existence when the underlying asset hits the prescribed barrier level, or not. This paper derives the analytical so...

Saved in:

书目详细资料
Main Authors:	Ng, Teck Wee, Ibrahim, Siti Nur Iqmal
格式:	Article
语言:	English
出版:	American Institute of Mathematical Sciences (AIMS) 2018
在线阅读:	http://psasir.upm.edu.my/id/eprint/73638/1/Pricing%20down-and-out%20power%20options%20with%20exponentially%20curved%20barrier.pdf http://psasir.upm.edu.my/id/eprint/73638/ https://www.aimsciences.org/article/doi/10.3934/naco.2018018
标签:	添加标签没有标签, 成为第一个标记此记录!

相似书籍

Pricing formula for power options with jump-diffusion
由: Ibrahim, Siti Nur Iqmal, et al.
出版: (2016)

Pricing formula for power options under jump-diffusion
由: Ibrahim, Siti Nur Iqmal, et al.
出版: (2015)

Down but not out : Exploring the barriers of employment for Persons with Down syndrome from the Malaysian perspectives
由: Md Mizanur, Rahman, et al.
出版: (2022)

Down but not out: Exploring the barriers of employment for Persons with Down syndrome from the Malaysian perspectives
由: Md Mizanur, Rahman, et al.
出版: (2022)

Pricing holder-extendable options in a stochastic volatility model with an Ornstein-Uhlenbeck process
由: Ibrahim, Siti Nur Iqmal, et al.
出版: (2017)

Fourier-based approach for power options valuation
由: Ibrahim, Siti Nur Iqmal, et al.
出版: (2019)

Pricing extendible options using the fast Fourier transform
由: Ibrahim, Siti Nur Iqmal, et al.
出版: (2014)

Check out IT options at PTPL
由: Anon
出版: (2013)

Pricing holder-extendable call options with mean-reverting stochastic volatility
由: Ibrahim, Siti Nur Iqmal, et al.
出版: (2015)

Helping the down and out rise again
由: Sunday, Mail
出版: (2015)

Pricing arithmetic Asian put option with early exercise boundary under jump-diffusion process
由: Laham, Mohamed Faris, et al.
出版: (2020)

Exponential Parameterized Cubic B-Spline Curves And Surfaces
由: Ammad, Muhammad
出版: (2020)

Analytical formula of European-style power call options in an MFBM with jumps model
由: Ibrahim, Siti Nur Iqmal, et al.
出版: (2022)

Bumper crop, price down
由: Hanim, Adnan
出版: (2018)

The influence of a curved on copper-type down conductor
由: Ariffen, A. M., et al.
出版: (2015)

Bond option pricing under the CKLS model
由: Khor, C. Y., et al.
出版: (2012)

The effectiveness of learning STEM out of the classroom on the interest & career options
由: Ali, Marlina, et al.
出版: (2023)

Price modeling of eucalyptus wood under different silvicultural management for real options approach
由: Munis, Rafaele Almeida, et al.
出版: (2022)

'Prices to go down by 6pc'
由: Nadia, Hamid
出版: (2018)

Measures to keep price of rice down
由: Marc Lourdes
出版: (2009)

Car prices to come down but not immediately
由: Zuraimi Abdullah
出版: (2009)

Estimating down time of glove dipping machines operation using Exponential and Weibull distributions
由: Nor Hamizah Miswan,
出版: (2023)

Putting down the power
由: Guang Ming, Daily
出版: (2013)

Flow and heat transfer of hybrid nanofluid induced by an exponentially stretching/shrinking curved surface
由: Wahid, Nur Syahirah, et al.
出版: (2021)

Flow and heat transfer of hybrid nanofluid induced by an exponentially stretching/shrinking curved surface
由: Md Arifin, Norihan, et al.
出版: (2021)

Investigation on motorcyclist riding behaviour at curve entry in the down slope terrain
由: Yuen, C.W., et al.
出版: (2015)

On pricing futures options on random binomial tree
由: Ganikhodjaev, Nasir, et al.
出版: (2013)

NETR to phase down, not phase out, fossil fuels, says Rafizi
由: Justin Lim
出版: (2024)

Performance Comparison between MLP Neural Network and Exponential Curve Fitting on Airwaves Data
由: muhamad, abdulkarim, et al.
出版: (2014)

Assessing the importance of transaction costs in option pricing: evidence from the Australian index option market
由: Abdullah, Mimi Hafizah, et al.
出版: (2009)

Implied adjusted volatility by leland option pricing models: evidence from Australian index options
由: Abdullah, Mimi Hafizah, et al.
出版: (2014)

Implied adjusted volatility by leland option pricing models: evidence from Australian index options
由: Abdullah, Mimi Hafizah, et al.
出版: (2014)

'High oil prices will not slow down car sales'
由: Zuraimi Abdullah
出版: (2008)

Exponentiated Kumaraswamy Exponentiated Weibull distribution with application
由: Ibrahim, Noor Akma, et al.
出版: (2018)

Darcy-Forchheimer flow over an exponentially stretching curved surface with Cattaneo-Christov double diffusion
由: Muhammad, Taseer, et al.
出版: (2020)

Modeling rubber prices as a GBM process
由: Ibrahim, Siti Nur Iqmal
出版: (2016)

Greeks and partial differential equations for some pricing currency options models
由: Shokrollahi, Foad, et al.
出版: (2015)

An S-curve efficient frontier on second-hand auto price
由: Salim, Fadzilah, et al.
出版: (2023)

Sorting out options after STPM: Counselling seminar helping students to apply to varsities
由: The, Star
出版: (2012)

ringgit and crude oil price pull down corporate results
由: Sharidan, M. Ali
出版: (2017)