An improved combinatorial approach for pricing Parisian options
| Year of publication: |
2010
|
|---|---|
| Authors: | Lyuu, Yuh-Dauh ; Wu, Cheng-Wei |
| Published in: |
Decisions in Economics and Finance. - Springer, ISSN 1593-8883. - Vol. 33.2010, 1, p. 49-61
|
| Publisher: |
Springer |
| Subject: | Parisian option | Option pricing | Binomial tree model | Combinatorial method |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008552394