Pricing Parisian and Parasian options analytically
Year of publication: |
2013
|
---|---|
Authors: | Zhu, Song-ping ; Chen, Wen-ting |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 37.2013, 4, p. 875-896
|
Subject: | Parisian options | Parasian options | Analytical solution | Laplace transform | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
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