AN ANALYTICAL SOLUTION FOR PARISIAN UP-AND-IN CALLS (Q5369444): Difference between revisions

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+MaRDI publication profile
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+The Pricing of Options and Corporate Liabilities
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+Option pricing: A simplified approach
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+The valuation of American barrier options using the decomposition technique
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+Convergence and biases of Monte Carlo estimates of American option prices using a parametric exercise rule
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+Optimal Stopping and the American Put
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+Valuing American Options by Simulation: A Simple Least-Squares Approach
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+A moving boundary approach to American option pricing
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+A NEW ANALYTICAL APPROXIMATION FORMULA FOR THE OPTIMAL EXERCISE BOUNDARY OF AMERICAN PUT OPTIONS
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+An exact and explicit solution for the valuation of American put options
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+Pricing Parisian and Parasian options analytically
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+CALCULATING THE EARLY EXERCISE BOUNDARY OF AMERICAN PUT OPTIONS WITH AN APPROXIMATION FORMULA
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+Pricing Parisian down-and-in options
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