Double-sided Parisian option pricing
| Year of publication: |
2009
|
|---|---|
| Authors: | Anderluh, J. ; Weide, J. |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 13.2009, 2, p. 205-238
|
| Publisher: |
Springer |
| Subject: | Parisian options | Excursions | Fourier inversion |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005166864