The following pages link to American Parisian options (Q881414):
Displaying 11 items.
- The joint distribution of Parisian and hitting times of Brownian motion with application to Parisian option pricing (Q309175) (← links)
- Double-sided Parisian option pricing (Q964673) (← links)
- Mitigating global warming: a real options approach (Q1699103) (← links)
- Pricing American-style Parisian down-and-out call options (Q1735448) (← links)
- On Parisian option pricing for uncertain currency model (Q2129431) (← links)
- Pricing Parisian down-and-in options (Q2344418) (← links)
- Pricing American-style Parisian up-and-out call options (Q4575271) (← links)
- Parisian options with jumps: a maturity–excursion randomization approach (Q4619530) (← links)
- A temporal approach to the Parisian risk model (Q4684940) (← links)
- Parisian exchange options (Q5300445) (← links)
- A general approach for Parisian stopping times under Markov processes (Q6111010) (← links)
