Pricing Parisian and Parasian options analytically (Q318348)
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scientific article; zbMATH DE number 6632738
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| English | Pricing Parisian and Parasian options analytically |
scientific article; zbMATH DE number 6632738 |
Statements
Pricing Parisian and Parasian options analytically (English)
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5 October 2016
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Parisian options
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Parasian options
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analytical solution
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Laplace transform
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0.8412169218063354
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0.837582528591156
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0.8368577361106873
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0.8329778909683228
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0.8268895149230957
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