Pages that link to "Item:Q4706209"
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The following pages link to Excursions height- and length-related stopping times, and application to finance (Q4706209):
Displaying 6 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)
- American Parisian options (Q881414) (← links)
- Double-sided Parisian option pricing (Q964673) (← links)
- Pricing American-style Parisian down-and-out call options (Q1735448) (← links)
- On stopping times connected with drawdowns and rallies of a Brownian motion with drift (Q3632956) (← links)