Perturbed Brownian motion and its application to Parisian option pricing (Q650763): Difference between revisions

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+https://doi.org/10.1007/s00780-009-0113-0
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+W2054092618
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+Some formulae for a new type of path-dependent option
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+Double-sided Parisian option pricing
@@ Property / cites work: Double-sided Parisian option pricing / rank @@
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+Q3975569
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+Brownian Excursions and Parisian Barrier Options
@@ Property / cites work: Brownian Excursions and Parisian Barrier Options / rank @@
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+Excursions in Brownian motion
@@ Property / cites work: Excursions in Brownian motion / rank @@
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+The distribution of the quantile of a Brownian motion with drift and the pricing of related path-dependent options
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+PRICING DOUBLE BARRIER PARISIAN OPTIONS USING LAPLACE TRANSFORMS
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+Some applications of occupation times of Brownian motion with drift in mathematical finance
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+Q4226355
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+Brownian excursions and Parisian barrier options: a note
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+Publication:650763