Recursive formula for the double-barrier Parisian stopping time (Q4684939)
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scientific article; zbMATH DE number 6943639
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recursive formula for the double-barrier Parisian stopping time |
scientific article; zbMATH DE number 6943639 |
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Recursive formula for the double-barrier Parisian stopping time (English)
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26 September 2018
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Brownian excursion
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Parisian stopping time
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double-sided Parisian option
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