✦ LIBER ✦

Pricing Parisian and Parasian options analytically

✍ Scribed by Zhu, Song-Ping; Chen, Wen-Ting

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A combinatorial approach for pricing Par

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

Double-sided Parisian option pricing

✍ J. H. M. Anderluh; J. A. M. van der Weide 📂 Article 📅 2009 🏛 Springer-Verlag 🌐 English ⚖ 679 KB

An improved combinatorial approach for p

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

PRICING AND HEDGING AMERICAN OPTIONS ANA

✍ Jin E. Zhang; Tiecheng Li 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 218 KB

Analytical pricing of American options

✍ Jun Cheng, Jin E. Zhang 📂 Article 📅 2012 🏛 Springer US 🌐 English ⚖ 540 KB

ANALYTIC APPROXIMATIONS FOR MULTI-ASSET

✍ Carol Alexander; Aanand Venkatramanan 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 454 KB