Статья посвящена механизмам повышения конкурентоспособности промышленного предприятия. Обоснована целесообразность использования опционных контрактов для...

In this paper, we obtain the density function of the single barrier one-sided Parisian stopping time. The problem reduces to that of solving a Volterra integral equation of the first kind, where a recursive solution is consequently obtained. The advantage of this new method as compared to that...