Pages that link to "Item:Q2336869"
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The following pages link to Pricing Parisian option under a stochastic volatility model (Q2336869):
Displaying 6 items.
- An improved combinatorial approach for pricing Parisian options (Q965783) (← links)
- On Parisian option pricing for uncertain currency model (Q2129431) (← links)
- Parisian option pricing: a recursive solution for the density of the Parisian stopping time (Q2873142) (← links)
- Some results on Parisian walks (Q3121369) (← links)
- Pricing of Parisian Options for a Jump-Diffusion Model with Two-Sided Jumps (Q5363115) (← links)
- A general approach for Parisian stopping times under Markov processes (Q6111010) (← links)