An analytical solution for the two-sided Parisian stopping time, its asymptotics, and the pricing of Parisian options (Q6497107)
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scientific article; zbMATH DE number 7842769
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An analytical solution for the two-sided Parisian stopping time, its asymptotics, and the pricing of Parisian options |
scientific article; zbMATH DE number 7842769 |
Statements
An analytical solution for the two-sided Parisian stopping time, its asymptotics, and the pricing of Parisian options (English)
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6 May 2024
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Brownian excursion
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double-sided Parisian options
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tail asymptotics
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