Pages that link to "Item:Q964673"
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The following pages link to Double-sided Parisian option pricing (Q964673):
Displaying 3 items.
- The joint distribution of Parisian and hitting times of Brownian motion with application to Parisian option pricing (Q309175) (← links)
- Perturbed Brownian motion and its application to Parisian option pricing (Q650763) (← links)
- An analytical solution for the two-sided Parisian stopping time, its asymptotics, and the pricing of Parisian options (Q6497107) (← links)
