Pages that link to "Item:Q2344418"
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The following pages link to Pricing Parisian down-and-in options (Q2344418):
Displaying 7 items.
- An exactly solvable multiple stochastic optimal stopping problem (Q1712232) (← links)
- Pricing down-and-out power options with exponentially curved barrier (Q1713232) (← links)
- Fast Laplace transform methods for the PDE system of Parisian and Parasian option pricing (Q2143475) (← links)
- Pricing American-style Parisian up-and-out call options (Q4575271) (← links)
- Parisian options with jumps: a maturity–excursion randomization approach (Q4619530) (← links)
- AN ANALYTICAL SOLUTION FOR PARISIAN UP-AND-IN CALLS (Q5369444) (← links)
- Parasian over Parisian, how much earlier should one exercise? (Q6649936) (← links)
