options pricing models
Recently Published Documents

TOTAL DOCUMENTS

10
(FIVE YEARS 0)

H-INDEX

3
(FIVE YEARS 0)
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

scholarly journals Investigation of the barrier options pricing models

2009 ◽  
Vol 50 ◽  
Author(s):  
Rita Palivonaitė ◽  
Eimutis Valakevičius
Keyword(s):  
Option Pricing ◽  
Adaptive Mesh ◽  
Options Pricing ◽  
Barrier Options ◽  
Barrier Option ◽  
Pricing Models ◽  
Black Scholes ◽  
Barrier Option Pricing ◽  
Critical Regions ◽  
Options Pricing Models

In the article three methods of barrier option pricing are analysed and compared: Black–Scholes, trinomial ant adaptive mesh algorithm. Investigation with Lithuanian firm’s stock showed, that to get better results it is offered to adapt higer resolution mesh on critical regions of trinomial tree.

Load More ...
Sign in / Sign up

Export Citation Format

Share Document