An improved combinatorial approach for pricing Parisian options (Q965783): Difference between revisions

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Property / cites work: PRICING PARISIAN-STYLE OPTIONS WITH A LATTICE METHOD / rank
 
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Property / cites work: Brownian Excursions and Parisian Barrier Options / rank
 
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Property / cites work: Q2747613 / rank
 
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Property / cites work: A combinatorial approach for pricing Parisian options. / rank
 
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Property / cites work: Option pricing: A simplified approach / rank
 
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Latest revision as of 19:11, 2 July 2024

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An improved combinatorial approach for pricing Parisian options
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    An improved combinatorial approach for pricing Parisian options (English)
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    26 April 2010
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    Parisian option
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    option pricing
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    binomial tree model
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    combinatorial method
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