Pages that link to "Item:Q4619530"
From MaRDI portal
The following pages link to Parisian options with jumps: a maturity–excursion randomization approach (Q4619530):
Displaying 8 items.
- An improved combinatorial approach for pricing Parisian options (Q965783) (← links)
- Geometric step options and Lévy models: duality, pides, and semi-analytical pricing (Q2170289) (← links)
- Parisian option pricing: a recursive solution for the density of the Parisian stopping time (Q2873142) (← links)
- Brownian excursions and Parisian barrier options: a note (Q4819501) (← links)
- JDOI variance reduction method and the pricing of American-style options (Q5079357) (← links)
- Pricing of Parisian Options for a Jump-Diffusion Model with Two-Sided Jumps (Q5363115) (← links)
- Intra‐Horizon expected shortfall and risk structure in models with jumps (Q6054364) (← links)
- A general approach for Parisian stopping times under Markov processes (Q6111010) (← links)