Backward stochastic differential equations and nonlinear pricing Parisian (Parasian) options (Q5017798)
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scientific article; zbMATH DE number 7449117
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| default for all languages | No label defined |
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| English | Backward stochastic differential equations and nonlinear pricing Parisian (Parasian) options |
scientific article; zbMATH DE number 7449117 |
Statements
Backward stochastic differential equations and nonlinear pricing Parisian (Parasian) options (English)
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17 December 2021
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backward stochastic differential equation
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Parisian options
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path dependent
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partial differential equation
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0.8200860023498535
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0.8059204816818237
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0.7850855588912964
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0.7792382836341858
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