Pages that link to "Item:Q4575271"
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The following pages link to Pricing American-style Parisian up-and-out call options (Q4575271):
Displaying 4 items.
- Fast Laplace transform methods for the PDE system of Parisian and Parasian option pricing (Q2143475) (← links)
- Parisian exchange options (Q5300445) (← links)
- A general approach for Parisian stopping times under Markov processes (Q6111010) (← links)
- Parasian over Parisian, how much earlier should one exercise? (Q6649936) (← links)