Pricing double-barrier Parisian options
Year of publication: |
2023
|
---|---|
Authors: | Liu, Chun-Yang ; Zhu, Song-Ping ; Zhang, Shu-Hua |
Published in: |
IMA journal of management mathematics. - Oxford : Univ. Press, ISSN 1471-6798, ZDB-ID 2045093-X. - Vol. 34.2023, 4, p. 633-660
|
Subject: | double-barrier Parisian options | analytical solution | Laplace transform |
-
Pricing Parisian and Parasian options analytically
Zhu, Song-ping, (2013)
-
Pricing Parisian and Parasian options analytically
Zhu, Song-Ping, (2013)
-
Bequests, taxation and the distribution of wealth in a general equilibrium model
Sexauer, Martin, (2005)
- More ...
-
Orientation of Government's Role in Building the Technology System of Circular Agriculture
Deng, Xu-xia, (2012)
-
An analytic approach for pricing American options with regime switching
Chan, Leunglung, (2021)
-
Chen, Wenting, (2022)
- More ...