Pages that link to "Item:Q964673"
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The following pages link to Double-sided Parisian option pricing (Q964673):
Displayed 4 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)
- Parisian options with jumps: a maturity–excursion randomization approach (Q4619530) (← links)
- Recursive formula for the double-barrier Parisian stopping time (Q4684939) (← links)