Pages that link to "Item:Q1735448"
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The following pages link to Pricing American-style Parisian down-and-out call options (Q1735448):
Displaying 8 items.
- An integral equation approach for the valuation of American-style down-and-out calls with rebates (Q2006630) (← links)
- Path-dependent game options with Asian features (Q2128183) (← links)
- A new integral equation approach for pricing American-style barrier options with rebates (Q2199770) (← links)
- Perpetual game options with a multiplied penalty (Q2204529) (← links)
- Pricing Parisian down-and-in options (Q2344418) (← links)
- A new approach for pricing discounted American options (Q2656825) (← links)
- Parisian options with jumps: a maturity–excursion randomization approach (Q4619530) (← links)
- Parasian over Parisian, how much earlier should one exercise? (Q6649936) (← links)