Showing 1 - 10 of 32
In this article, we describe the various sorts of American Parisian options and propose valuation formulae. Although there is no closed-form valuation for these products in the non perpetual case, we have been able to reformulate their price as a function of the exercise frontier. In the...
Persistent link: https://www.econbiz.de/10005858581
Persistent link: https://www.econbiz.de/10001439614
Persistent link: https://www.econbiz.de/10001406743
Persistent link: https://www.econbiz.de/10000817550
Persistent link: https://www.econbiz.de/10000906346
Persistent link: https://www.econbiz.de/10000907917
Persistent link: https://www.econbiz.de/10000930703
Persistent link: https://www.econbiz.de/10001184869
Persistent link: https://www.econbiz.de/10001205314
Persistent link: https://www.econbiz.de/10001211306