Pricing Parisian down-and-in options (Q2344418)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing Parisian down-and-in options |
scientific article |
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Pricing Parisian down-and-in options (English)
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15 May 2015
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American options
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Parisian options
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``moving window'' technique
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analytical solutions
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