Author: Becker, Ronald
Similar Items: Two dimensional COS method for pricing early-exercise and discrete barrier options under the Heston Model
- Pricing discretely monitored barrier options under exponential-Levy processes
- Fourier methods for pricing early-exercise options under levy dynamics
- Characteristic function pricing with the Heston-LIBOR hybrid model
- Model risk for barrier options when priced under different lévy dynamics
- Evaluating the knowledge and attitudes of trainee clinical officers (COs) and the behavior of qualified COs in identifying and managing common mental disorders in Malawi
- A finite element approach to pricing Barrier options