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Pricing Options With Curved Boundaries
Naoto Kunitomo
*
,
Masayuki Ikeda
*
Corresponding author for this work
Research output
:
Contribution to journal
›
Article
›
peer-review
160
Citations (Scopus)
Overview
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Dive into the research topics of 'Pricing Options With Curved Boundaries'. Together they form a unique fingerprint.
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Social Sciences
corporate securities
100%
sequential analysis
85%
pricing
61%
maturity
61%
assets
52%
Mathematics
Curved Boundary
84%
Option Pricing
72%
Sequential Analysis
21%
European Options
20%
Date
18%
Pricing
16%
Infinite series
16%
Valuation
15%
Numerical Study
14%
Brownian motion
13%
Series
9%
Interval
9%
Generalization
7%
Business & Economics
Option Pricing
63%
Geometric Brownian Motion
37%
Sequential Analysis
25%
Corporate Security
22%
Brownian Motion
18%
Valuation Methods
18%
European Options
18%
Asset Prices
14%
Maturity
12%
Pricing
10%
Engineering & Materials Science
Brownian movement
77%
Costs
23%