Pages that link to "Item:Q965783"
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The following pages link to An improved combinatorial approach for pricing Parisian options (Q965783):
Displaying 5 items.
- Fast binomial procedures for pricing Parisian/ParAsian options (Q1789619) (← links)
- A combinatorial approach for pricing Parisian options. (Q1862739) (← links)
- Linear-time option pricing algorithms by combinatorics (Q2483085) (← links)
- Parisian option pricing: a recursive solution for the density of the Parisian stopping time (Q2873142) (← links)
- Parasian over Parisian, how much earlier should one exercise? (Q6649936) (← links)