Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Pricing Parisian down-and-in options - MaRDI portal

Pricing Parisian down-and-in options (Q2344418)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Pricing Parisian down-and-in options
scientific article

    Statements

    title
    Pricing Parisian down-and-in options (English)
    0 references
    author
    Nhat-Tan Le
    0 references
    Xiaoping Lu
    0 references
    Song-Ping Zhu
    0 references
    Wen-Ting Chen
    0 references
    publication date
    15 May 2015
    0 references
    zbMATH Keywords
    American options
    0 references
    Parisian options
    0 references
    ``moving window'' technique
    0 references
    analytical solutions
    0 references

    Identifiers

    zbMATH DE Number
    6435805
    0 references
    OpenAlex ID
    W2144361738
    0 references
    arXiv ID
    1511.01564
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2344418&oldid=39022619"
    Powered by MediaWiki