Pages that link to "Item:Q3632191"
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The following pages link to PRICING DOUBLE BARRIER PARISIAN OPTIONS USING LAPLACE TRANSFORMS (Q3632191):
Displaying 13 items.
- The joint distribution of Parisian and hitting times of Brownian motion with application to Parisian option pricing (Q309175) (← links)
- Perturbed Brownian motion and its application to Parisian option pricing (Q650763) (← links)
- On barrier strategy dividends with Parisian implementation delay for classical surplus processes (Q659119) (← links)
- Double-sided Parisian option pricing (Q964673) (← links)
- Pricing Parisian option under a stochastic volatility model (Q2336869) (← links)
- Pricing American-style Parisian up-and-out call options (Q4575271) (← links)
- Parisian options with jumps: a maturity–excursion randomization approach (Q4619530) (← links)
- Recursive formula for the double-barrier Parisian stopping time (Q4684939) (← links)
- NEARLY EXACT OPTION PRICE SIMULATION USING CHARACTERISTIC FUNCTIONS (Q4902542) (← links)
- Capital Forbearance, Ex Ante Life Insurance Guaranty Schemes, and Interest Rate Uncertainty (Q5379141) (← links)
- Double-Barrier Parisian Options (Q5391078) (← links)
- A general approach for Parisian stopping times under Markov processes (Q6111010) (← links)
- Parasian over Parisian, how much earlier should one exercise? (Q6649936) (← links)
