Pages that link to "Item:Q309175"
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The following pages link to The joint distribution of Parisian and hitting times of Brownian motion with application to Parisian option pricing (Q309175):
Displayed 4 items.
- Parisian options with jumps: a maturity–excursion randomization approach (Q4619530) (← links)
- A temporal approach to the Parisian risk model (Q4684940) (← links)
- Explicit asymptotics on first passage times of diffusion processes (Q5005031) (← links)
- A general approach for Parisian stopping times under Markov processes (Q6111010) (← links)