The following pages link to Double-Barrier Parisian Options (Q5391078):
Displaying 7 items.
- The joint distribution of Parisian and hitting times of Brownian motion with application to Parisian option pricing (Q309175) (← links)
- On the dual risk model with Parisian implementation delays in dividend payments (Q1752782) (← 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)
- An analytical solution for the two-sided Parisian stopping time, its asymptotics, and the pricing of Parisian options (Q6497107) (← links)
