Pages that link to "Item:Q650763"
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The following pages link to Perturbed Brownian motion and its application to Parisian option pricing (Q650763):
Displaying 5 items.
- The joint distribution of Parisian and hitting times of Brownian motion with application to Parisian option pricing (Q309175) (← links)
- On barrier strategy dividends with Parisian implementation delay for classical surplus processes (Q659119) (← links)
- An efficient algorithm for simulating the drawdown stopping time and the running maximum of a Brownian motion (Q1703026) (← links)
- Pricing American-style Parisian down-and-out call options (Q1735448) (← links)
- An analytical solution for the two-sided Parisian stopping time, its asymptotics, and the pricing of Parisian options (Q6497107) (← links)
