Pricing American-style Parisian up-and-out call options (Q4575271)
From MaRDI portal
scientific article; zbMATH DE number 6903415
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing American-style Parisian up-and-out call options |
scientific article; zbMATH DE number 6903415 |
Statements
Pricing American-style Parisian up-and-out call options (English)
0 references
13 July 2018
0 references
integral equation approach
0 references
American-style Parisian options
0 references
Fourier sine transform
0 references
optimal exercise boundaries
0 references
