Pages that link to "Item:Q2873142"
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The following pages link to Parisian option pricing: a recursive solution for the density of the Parisian stopping time (Q2873142):
Displaying 14 items.
- The joint distribution of Parisian and hitting times of Brownian motion with application to Parisian option pricing (Q309175) (← links)
- Pricing Parisian and Parasian options analytically (Q318348) (← links)
- Double-sided Parisian option pricing (Q964673) (← links)
- An improved combinatorial approach for pricing Parisian options (Q965783) (← links)
- An efficient algorithm for simulating the drawdown stopping time and the running maximum of a Brownian motion (Q1703026) (← links)
- Pricing American-style Parisian down-and-out call options (Q1735448) (← links)
- Fast binomial procedures for pricing Parisian/ParAsian options (Q1789619) (← links)
- A combinatorial approach for pricing Parisian options. (Q1862739) (← links)
- Pricing Parisian option under a stochastic volatility model (Q2336869) (← 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)
- 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)
