Pages that link to "Item:Q4339345"
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The following pages link to Brownian Excursions and Parisian Barrier Options (Q4339345):
Displayed 21 items.
- Perturbed Brownian motion and its application to Parisian option pricing (Q650763) (← links)
- On barrier strategy dividends with Parisian implementation delay for classical surplus processes (Q659119) (← links)
- Occupation times of spectrally negative Lévy processes with applications (Q719777) (← links)
- On the pricing of defaultable bonds using the framework of barrier options (Q816769) (← links)
- Brownian penalisations related to excursion lengths. VII (Q838322) (← links)
- Pricing derivatives with barriers in a stochastic interest rate environment (Q844767) (← links)
- American Parisian options (Q881414) (← links)
- Closed-form solutions to stochastic process switching problems (Q952681) (← links)
- Double-sided Parisian option pricing (Q964673) (← links)
- An improved combinatorial approach for pricing Parisian options (Q965783) (← links)
- Default risk, bankruptcy procedures and the market value of life insurance liabilities (Q995500) (← links)
- Modeling credit risk with partial information. (Q1879905) (← links)
- Ruin Probability with Parisian Delay for a Spectrally Negative Lévy Risk Process (Q3108469) (← links)
- THE FEYNMAN–KAC FORMULA AND PRICING OCCUPATION TIME DERIVATIVES (Q3523521) (← links)
- Arbitrage pricing of defaultable game options with applications to convertible bonds (Q3605239) (← links)
- PRICING DOUBLE BARRIER PARISIAN OPTIONS USING LAPLACE TRANSFORMS (Q3632191) (← links)
- PRICING AND HEDGING DOUBLE‐BARRIER OPTIONS: A PROBABILISTIC APPROACH (Q4226870) (← links)
- Black's Model of Interest Rates as Options, Eigenfunction Expansions and Japanese Interest Rates (Q4464013) (← links)
- Brownian excursions and Parisian barrier options: a note (Q4819501) (← links)
- Double-Barrier Parisian Options (Q5391078) (← links)
- Entry and Exit Decision Problem with Implementation Delay (Q5504160) (← links)