Pages that link to "Item:Q4819501"
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The following pages link to Brownian excursions and Parisian barrier options: a note (Q4819501):
Displaying 21 items.
- The joint distribution of Parisian and hitting times of Brownian motion with application to Parisian option pricing (Q309175) (← links)
- Perturbed Brownian motion and its application to Parisian option pricing (Q650763) (← links)
- On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps (Q896775) (← links)
- Double-sided Parisian option pricing (Q964673) (← links)
- An improved combinatorial approach for pricing Parisian options (Q965783) (← links)
- On the dual risk model with Parisian implementation delays in dividend payments (Q1752782) (← links)
- A combinatorial approach for pricing Parisian options. (Q1862739) (← links)
- Conformal accelerations method and efficient evaluation of stable distributions (Q2023071) (← links)
- Fast Laplace transform methods for the PDE system of Parisian and Parasian option pricing (Q2143475) (← links)
- On three methods for analytic Laplace inversion in the framework of Brownian motion and their excursions (Q2850031) (← links)
- On three methods for explicit handling of convolutions as applied to brownian excursions and parisian barrier options (Q2937681) (← links)
- PRICING DOUBLE BARRIER PARISIAN OPTIONS USING LAPLACE TRANSFORMS (Q3632191) (← links)
- Pricing American-style Parisian up-and-out call options (Q4575271) (← links)
- Parisian options with jumps: a maturity–excursion randomization approach (Q4619530) (← links)
- Recursive formula for the double-barrier Parisian stopping time (Q4684939) (← links)
- Guiding the guiders: Foundations of a market-driven theory of disclosure (Q4989147) (← links)
- Double-Barrier Parisian Options (Q5391078) (← links)
- Entry and Exit Decision Problem with Implementation Delay (Q5504160) (← links)
- Computational Science - ICCS 2004 (Q5712723) (← links)
- An analytical solution for the two-sided Parisian stopping time, its asymptotics, and the pricing of Parisian options (Q6497107) (← links)
- Parasian over Parisian, how much earlier should one exercise? (Q6649936) (← links)
