PRICING DOUBLE BARRIER PARISIAN OPTIONS USING LAPLACE TRANSFORMS (Q3632191)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRICING DOUBLE BARRIER PARISIAN OPTIONS USING LAPLACE TRANSFORMS |
scientific article |
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PRICING DOUBLE BARRIER PARISIAN OPTIONS USING LAPLACE TRANSFORMS (English)
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23 June 2009
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double barrier option
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Parisian option
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option price regularity
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numerical inversion
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Laplace transform
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Brownian excursions
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Euler summations
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