Pricing American-style Parisian up-and-out call options (Q4575271): Difference between revisions

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+The heat equation and reflected Brownian motion in time-dependent domains. II: Singularities of solutions.
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+The heat equation and reflected Brownian motion in time-dependent domains.
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+The heat equation in time dependent domains with insulated boundaries
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+American Parisian options
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+Brownian Excursions and Parisian Barrier Options
@@ Property / cites work: Brownian Excursions and Parisian Barrier Options / rank @@
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+Q3579791
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+Perturbed Brownian motion and its application to Parisian option pricing
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+Q3433874
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+American options on assets with dividends near expiry
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+Partial Differential Equations
@@ Property / cites work: Partial Differential Equations / rank @@
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+Pricing and Hedging American Options Using Approximations by Kim Integral Equations *
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+Q4935968
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+An algorithm for the numerical inversion of Laplace transforms
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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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+Pricing Parisian and Parasian options analytically
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+Pricing Parisian down-and-in options
@@ Property / cites work: Pricing Parisian down-and-in options / rank @@
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