A general approach for Parisian stopping times under Markov processes (Q6111010)
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scientific article; zbMATH DE number 7708040
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A general approach for Parisian stopping times under Markov processes |
scientific article; zbMATH DE number 7708040 |
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A general approach for Parisian stopping times under Markov processes (English)
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6 July 2023
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Parisian stopping time
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Parisian options
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Parisian ruin probability
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Markov chain approximation
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grid design
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