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A Smoothed Perturbation Analysis of Parisian Options - MaRDI portal

A Smoothed Perturbation Analysis of Parisian Options (Q2982850)

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A Smoothed Perturbation Analysis of Parisian Options
scientific article

    Statements

    title
    A Smoothed Perturbation Analysis of Parisian Options (English)
    0 references
    author
    Haralambie Leahu
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    Warren Volk-Makarewicz
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    Bernd F. Heidergott
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    publication date
    16 May 2017
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    Identifiers

    zbMATH DE Number
    6716855
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    OpenAlex ID
    W2054610639
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