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A Closed-Form Formula for an Option with Discrete and Continuous BarriersCHEN, Chun-Ying; CHOU, Pei-Ju; YU-SHUN HSU, Jeff et al.Communications in statistics. Theory and methods. 2011, Vol 40, Num 1-3, pp 345-357, issn 0361-0926, 13 p.Article

Brownian excursions and parisian barrier options: A noteSCHRÖDER, Michael.Journal of applied probability. 2003, Vol 40, Num 4, pp 855-864, issn 0021-9002, 10 p.Article

A diffusion-type process with a given joint law for the terminal level and supremum at an independent exponential timeFORDE, Martin.Stochastic processes and their applications. 2011, Vol 121, Num 12, pp 2802-2817, issn 0304-4149, 16 p.Article

A simple model of deferred callability in defaultable debtMJØS, Aksel; PERSSON, Svein-Arne.European journal of operational research. 2010, Vol 207, Num 3, pp 1350-1357, issn 0377-2217, 8 p.Article

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Option Pricing Under a Mixed-Exponential Jump Diffusion ModelNING CAI; KOU, S. G.Management science. 2011, Vol 57, Num 11, pp 2067-2081, issn 0025-1909, 15 p.Article

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On barrier option pricing in binomial market with transaction costsSUN CHAO; YANG, Jing-Yang; LI, Sheng-Hong et al.Applied mathematics and computation. 2007, Vol 189, Num 2, pp 1505-1516, issn 0096-3003, 12 p.Article

Path collapse for multidimensional Brownian motion with rebirthGRIGORESCU, Ilie; MIN KANG.Statistics & probability letters. 2004, Vol 70, Num 3, pp 199-209, issn 0167-7152, 11 p.Article

Generalized cox-ross-rubinstein binomial modelsCHUNG, San-Lin; SHIH, Pai-Ta.Management science. 2007, Vol 53, Num 3, pp 508-520, issn 0025-1909, 13 p.Article

On the valuation of constant barrier options under spectrally one-sided exponential Lévy models and Carr's approximation for American putsAVRAM, Florin; CHAN, Terence; USABEL, Miguel et al.Stochastic processes and their applications. 2002, Vol 100, pp 75-107, issn 0304-4149Article

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Predicting Construction Contractor Default with Barrier Option ModelPING TSERNG, H; LIAO, Hsien-Hsing; JASELSKIS, Edward J et al.Journal of construction engineering and management. 2012, Vol 138, Num 5, pp 621-630, issn 0733-9364, 10 p.Article

Contingent claims on assets with conversion costsTHOMANN, Enrique; WAYMIRE, Edward C.Journal of statistical planning and inference. 2003, Vol 113, Num 2, pp 403-417, issn 0378-3758, 15 p.Article

Asymptotic option pricing under the CEV diffusionPARK, Sang-Hyeon; KIM, Jeong-Hoon.Journal of mathematical analysis and applications. 2011, Vol 375, Num 2, pp 490-501, issn 0022-247X, 12 p.Article

Options valuation by using radial basis function approximationGOTO, Yumi; ZHAI FEI; SHEN KAN et al.Engineering analysis with boundary elements. 2007, Vol 31, Num 10, pp 836-843, issn 0955-7997, 8 p.Article

Effciently pricing barrier options in a Markov-switching frameworkHIEBER, Peter; SCHERER, Matthias.Journal of computational and applied mathematics. 2010, Vol 235, Num 3, pp 679-685, issn 0377-0427, 7 p.Article

On a new approach to calculating expectations for option pricingBOROVKOV, K; NOVIKOV, A.Journal of applied probability. 2002, Vol 39, Num 4, pp 889-895, issn 0021-9002, 7 p.Article

Pricing double-barrier options under a flexible jump diffusion modelNING CAI; NAN CHEN; XIANGWEI WAN et al.Operations research letters. 2009, Vol 37, Num 3, pp 163-167, issn 0167-6377, 5 p.Article

Numerical valuation of discrete double barrier optionsMILEV, Mariyan; TAGLIANI, Aldo.Journal of computational and applied mathematics. 2010, Vol 233, Num 10, pp 2468-2480, issn 0377-0427, 13 p.Article

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A note on first-passage times of continuously time-changed Brownian motionHIEBER, Peter; SCHERER, Matthias.Statistics & probability letters. 2012, Vol 82, Num 1, pp 165-172, issn 0167-7152, 8 p.Article

OPTIMAL REFLECTION OF DIFFUSIONS AND BARRIER OPTIONS PRICING UNDER CONSTRAINTSBOUCHARD, Bruno.SIAM journal on control and optimization. 2009, Vol 47, Num 4, pp 1785-1813, issn 0363-0129, 29 p.Article

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