Pages that link to "Item:Q3523509"

The following pages link to PRICING PARISIAN-STYLE OPTIONS WITH A LATTICE METHOD (Q3523509):

Displaying 21 items.

• The joint distribution of Parisian and hitting times of Brownian motion with application to Parisian option pricing (Q309175) (← links)
• Counting paths on a chessboard with a barrier (Q708097) (← links)
• American Parisian options (Q881414) (← links)
• An improved combinatorial approach for pricing Parisian options (Q965783) (← links)
• Default risk, bankruptcy procedures and the market value of life insurance liabilities (Q995500) (← links)
• Fast binomial procedures for pricing Parisian/ParAsian options (Q1789619) (← links)
• On Parisian option pricing for uncertain currency model (Q2129431) (← links)
• Pricing Parisian option under a stochastic volatility model (Q2336869) (← links)
• Parisian option pricing: a recursive solution for the density of the Parisian stopping time (Q2873142) (← links)
• The market pricing of the lifeboat provision in a closed-end fund (Q2879020) (← links)
• WHEN THE BUBBLE IS GOING TO BURST … (Q3523531) (← links)
• Arbitrage pricing of defaultable game options with applications to convertible bonds (Q3605239) (← links)
• PRICING DOUBLE BARRIER PARISIAN OPTIONS USING LAPLACE TRANSFORMS (Q3632191) (← 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)
• The Bankruptcy Cost of the Life Insurance Industry Under Regulatory Forbearance (Q5168708) (← links)
• Parisian exchange options (Q5300445) (← links)
• Entry and Exit Decision Problem with Implementation Delay (Q5504160) (← links)
• LATTICE OPTION PRICING BY MULTIDIMENSIONAL INTERPOLATION (Q5700135) (← links)
• A general approach for Parisian stopping times under Markov processes (Q6111010) (← links)
• Parasian over Parisian, how much earlier should one exercise? (Q6649936) (← links)