Simulation-based interactive modelling of barrier option pricing

被引：1
|
作者：
机构：
[1] Sáenz, Juan P.
[2] Celik, Nurcin
来源：
| 1600年 / Acta Press卷 / 34期
关键词：
Commerce - Discrete event simulation - Financial markets;
D O I：
10.2316/Journal.205.2014.1.205-5815
中图分类号：
F [经济]; C [社会科学总论];
学科分类号：
02 ; 03 ; 0303 ;
摘要：
引用
收藏
相关论文
共 50 条
  • [11] Learning Curve: A Simulation-Based Approach to Dynamic Pricing
    Joan Morris DiMicco
    Pattie Maes
    Amy Greenwald
    Electronic Commerce Research, 2003, 3 (3-4) : 245 - 276
  • [12] Using simulation for option pricing
    Charnes, JM
    PROCEEDINGS OF THE 2000 WINTER SIMULATION CONFERENCE, VOLS 1 AND 2, 2000, : 151 - 157
  • [13] Simulation-based education for oncology nurses - interactive workshop
    Schneider, N.
    Ben Ami, S.
    EJC SUPPLEMENTS, 2009, 7 (02): : 241 - 241
  • [14] CONCEPTUAL MODELLING FOR SIMULATION-BASED SERIOUS GAMING
    van der Zee, Durk-Jouke
    Holkenborg, Bart
    PROCEEDINGS OF THE 2010 WINTER SIMULATION CONFERENCE, 2010, : 522 - 534
  • [15] Multivariate modelling of complex simulation-based systems
    Hendrickx, W
    Dhaene, T
    Fourth International Workshop on Multidimensional Systems - NDS 2005, 2005, : 212 - 216
  • [16] A simulation-based algorithm for American executive stock option valuation
    Leon, Angel
    Vaello-Sebastia, Antoni
    FINANCE RESEARCH LETTERS, 2010, 7 (01) : 14 - 23
  • [17] Assessment of Different Parking Pricing Strategies: A Simulation-based Analysis
    Mei, Zhenyu
    Feng, Chi
    Kong, Liang
    Zhang, Lihui
    Chen, Jun
    SUSTAINABILITY, 2020, 12 (05)
  • [18] Currency barrier option pricing with mean reversion
    Hui, C. H.
    Lo, C. F.
    JOURNAL OF FUTURES MARKETS, 2006, 26 (10) : 939 - 958
  • [19] A Hamiltonian Approach to Floating Barrier Option Pricing
    Chen, Qi
    Wang, Hong-tao
    Guo, Chao
    JOURNAL OF STATISTICAL PHYSICS, 2023, 190 (12)
  • [20] A Mellin transform approach to barrier option pricing
    Guardasoni, Chiara
    Rodrigo, Marianito R.
    Sanfelici, Simona
    IMA JOURNAL OF MANAGEMENT MATHEMATICS, 2020, 31 (01) : 49 - 67
12345