An improved combinatorial approach for pricing Parisian options (Q965783)

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An improved combinatorial approach for pricing Parisian options
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    title
    An improved combinatorial approach for pricing Parisian options (English)
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    author
    Yuh-Dauh Lyuu
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    Cheng-Wei Wu
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    publication date
    26 April 2010
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    Mathematics Subject Classification ID
    91G20
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    91G60
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    68R05
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    68Q25
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    zbMATH DE Number
    5701504
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    zbMATH Keywords
    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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