Parisian Option Pricing: A Recursive Solution for the Density of the Parisian Stopping Time (Q2873142)
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English | Parisian Option Pricing: A Recursive Solution for the Density of the Parisian Stopping Time |
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Parisian Option Pricing: A Recursive Solution for the Density of the Parisian Stopping Time (English)
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23 January 2014
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Parisian option
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Brownian motion
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Volterra equation
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probability density function
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price of a Parisian down-and-in call
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