Pages that link to "Item:Q318348"
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The following pages link to Pricing Parisian and Parasian options analytically (Q318348):
Displaying 18 items.
- Double-sided Parisian option pricing (Q964673) (← links)
- An improved combinatorial approach for pricing Parisian options (Q965783) (← links)
- Pricing down-and-out power options with exponentially curved barrier (Q1713232) (← links)
- Pricing American-style Parisian down-and-out call options (Q1735448) (← links)
- Fast binomial procedures for pricing Parisian/ParAsian options (Q1789619) (← links)
- An explicit closed-form analytical solution for European options under the CGMY model (Q2004808) (← links)
- Fast Laplace transform methods for the PDE system of Parisian and Parasian option pricing (Q2143475) (← links)
- Pricing Parisian option under a stochastic volatility model (Q2336869) (← links)
- Pricing Parisian down-and-in options (Q2344418) (← links)
- Parisian option pricing: a recursive solution for the density of the Parisian stopping time (Q2873142) (← links)
- Pricing American-style Parisian up-and-out call options (Q4575271) (← links)
- Parisian options with jumps: a maturity–excursion randomization approach (Q4619530) (← links)
- Valuation model for Chinese convertible bonds with soft call/put provision under the hybrid willow tree (Q4957263) (← links)
- Pricing credit default swaps with Parisian and Par<i>asian</i> default mechanics (Q5082824) (← links)
- Parisian exchange options (Q5300445) (← links)
- AN ANALYTICAL SOLUTION FOR PARISIAN UP-AND-IN CALLS (Q5369444) (← links)
- A general approach for Parisian stopping times under Markov processes (Q6111010) (← links)
- Parasian over Parisian, how much earlier should one exercise? (Q6649936) (← links)
