Double-Barrier Parisian Options (Q5391078)
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scientific article; zbMATH DE number 5874509
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Double-Barrier Parisian Options |
scientific article; zbMATH DE number 5874509 |
Statements
Double-Barrier Parisian Options (English)
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5 April 2011
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excursion time
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four-state semi-Markov model
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double-barrier Parisian option
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Laplace transform
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