Recursive formula for the double-barrier Parisian stopping time (Q4684939): Difference between revisions

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+Double-sided Parisian option pricing
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+Brownian Excursions and Parisian Barrier Options
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+Parisian Option Pricing: A Recursive Solution for the Density of the Parisian Stopping Time
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+Double-Barrier Parisian Options
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+On barrier strategy dividends with Parisian implementation delay for classical surplus processes
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+Perturbed Brownian motion and its application to Parisian option pricing
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+PRICING DOUBLE BARRIER PARISIAN OPTIONS USING LAPLACE TRANSFORMS
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+Brownian excursions and Parisian barrier options: a note
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