✦ LIBER ✦

Double-sided Parisian option pricing

✍ Scribed by J. H. M. Anderluh; J. A. M. van der Weide

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Pricing Parisian and Parasian options an

✍ Zhu, Song-Ping; Chen, Wen-Ting 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 523 KB

A combinatorial approach for pricing Par

✍ Costabile, Massimo 📂 Article 📅 2002 🏛 Springer ⚖ 89 KB

An improved combinatorial approach for p

✍ Lyuu, Yuh-Dauh ;Wu, Cheng-Wei 📂 Article 📅 2009 🏛 Springer ⚖ 250 KB

American Parisian options

✍ Marc Chesney; Laurent Gauthier 📂 Article 📅 2006 🏛 Springer-Verlag 🌐 English ⚖ 362 KB

Approximate Option Pricing

✍ P. Chalasani; S. Jha; I. Saias 📂 Article 📅 1999 🏛 Springer 🌐 English ⚖ 125 KB

Martingale option pricing

✍ J.L. McCauley; G.H. Gunaratne; K.E. Bassler 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 163 KB