Barrier Option Pricing within the Black-Scholes Model - Wolfram Demonstrations Project
programming - Why does the closed formula result for a Barrier option price deviate so strongly from the Monte Carlo approximation? - Quantitative Finance Stack Exchange
The evaluation of barrier option prices under stochastic volatility - ScienceDirect
Chapter 12 Barrier Options | The Derivatives Academy
Barrier Options
Pricing Double Barrier Options
Chapter 5 The Greeks | The Derivatives Academy
Stochastic methods in Finance - ppt download
Summary of Results on Option Prices and Delta Values of American... | Download Table
The evaluation of barrier option prices under stochastic volatility - ScienceDirect
PDF) Espen Haug PRICING OPTIONS FORMULAS | Joel Padilla - Academia.edu
Barrier Option Pricing and Valuation | FinPricing
An Introduction to Barrier Options — Closed Form Solution and a Monte Carlo Approach
programming - Why does the closed formula result for a Barrier option price deviate so strongly from the Monte Carlo approximation? - Quantitative Finance Stack Exchange
A Closed-Form Model-Free Implied Volatility Formula through Delta Families | The Journal of Derivatives
Stochastic methods in Finance - ppt download
Semi-closed-form prices of barrier options in the Hull-White model - Risk.net
Least squares - Wikipedia
Closed-Form Approximate Solutions of Window Barrier Options with Term-Structure Volatility and Interest Rates Using the Boundary Integral Method
PRICING AND DELTAS OF DISCRETELY-MONITORED BARRIER OPTIONS USING STRATIFIED SAMPLING ON THE HITTING-TIMES TO THE BARRIER 1. I Di
AN EASY WAY TO DERIVE THE BLACK-SCHOLES DELTA
