Pages that link to "Item:Q3632191"
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The following pages link to PRICING DOUBLE BARRIER PARISIAN OPTIONS USING LAPLACE TRANSFORMS (Q3632191):
Displaying 5 items.
- The joint distribution of Parisian and hitting times of Brownian motion with application to Parisian option pricing (Q309175) (← links)
- Perturbed Brownian motion and its application to Parisian option pricing (Q650763) (← links)
- On barrier strategy dividends with Parisian implementation delay for classical surplus processes (Q659119) (← links)
- Double-sided Parisian option pricing (Q964673) (← links)
- Pricing Parisian option under a stochastic volatility model (Q2336869) (← links)