Pricing Parisian down-and-in options (Q2344418)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Pricing Parisian down-and-in options |
scientific article |
Statements
Pricing Parisian down-and-in options (English)
0 references
15 May 2015
0 references
American options
0 references
Parisian options
0 references
``moving window'' technique
0 references
analytical solutions
0 references
0 references
0 references
0 references