Static hedging and pricing American knock-in put options

Computing the Constant Elasticity of Variance Option Pricing Formula

Mark Schröder · The Journal of Finance · 1989 · 318 citations

Numerical Analysis, Option Pricing, Asset Pricing +7

Static Hedging of Exotic Options

Peter Carr, Katrina R. Ellis, Vishal K. Gupta · The Journal of Finance · 1998 · 296 citations

Bumping Up Against the Barrier with the Binomial Method

Phelim P. Boyle, Sok Hoon Lau · The Journal of Derivatives · 1994 · 240 citations

The adaptive mesh model: a new approach to efficient option pricing

Stephen Figlewski, Bin Gao · Journal of Financial Economics · 1999 · 227 citations · Full text

On Pricing Barrier Options

Peter Ritchken · The Journal of Derivatives · 1995 · 205 citations

Mathematical Programming, Engineering, B Oyle +17