Pages that link to "Item:Q2873142"
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The following pages link to Parisian Option Pricing: A Recursive Solution for the Density of the Parisian Stopping Time (Q2873142):
Displayed 5 items.
- An efficient algorithm for simulating the drawdown stopping time and the running maximum of a Brownian motion (Q1703026) (← links)
- Parisian options with jumps: a maturity–excursion randomization approach (Q4619530) (← links)
- Recursive formula for the double-barrier Parisian stopping time (Q4684939) (← links)
- A temporal approach to the Parisian risk model (Q4684940) (← links)
- A general approach for Parisian stopping times under Markov processes (Q6111010) (← links)