The following pages link to Double-Barrier Parisian Options (Q5391078):
Displaying 19 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)
- A note on first-passage times of continuously time-changed Brownian motion (Q654495) (← links)
- Double-sided Parisian option pricing (Q964673) (← links)
- On the dual risk model with Parisian implementation delays in dividend payments (Q1752782) (← links)
- Corridor options and arc-sine law. (Q1884834) (← links)
- On three methods for analytic Laplace inversion in the framework of Brownian motion and their excursions (Q2850031) (← links)
- On three methods for explicit handling of convolutions as applied to brownian excursions and parisian barrier options (Q2937681) (← links)
- HEDGING DOUBLE BARRIERS WITH SINGLES (Q3023924) (← links)
- Some results on Parisian walks (Q3121369) (← links)
- Double knock-out Asian barrier options which widen or contract as they approach maturity (Q3395741) (← links)
- Parisian options with jumps: a maturity–excursion randomization approach (Q4619530) (← links)
- Recursive formula for the double-barrier Parisian stopping time (Q4684939) (← links)
- A temporal approach to the Parisian risk model (Q4684940) (← links)
- Parisian exchange options (Q5300445) (← links)
- DIGITAL DOUBLE BARRIER OPTIONS: SEVERAL BARRIER PERIODS AND STRUCTURE FLOORS (Q5411740) (← links)
- Computational Science - ICCS 2004 (Q5712723) (← links)
- A general approach for Parisian stopping times under Markov processes (Q6111010) (← links)
- An analytical solution for the two-sided Parisian stopping time, its asymptotics, and the pricing of Parisian options (Q6497107) (← links)
