Amanote Research

Amanote Research

    RegisterSign In

American Parisian Options

Finance and Stochastics - Germany
doi 10.1007/s00780-006-0015-3
Full Text
Open PDF
Abstract

Available in full text

Categories
UncertaintyStatisticsFinanceProbability
Date

August 11, 2006

Authors
Marc ChesneyLaurent Gauthier
Publisher

Springer Nature


Related search

An Analytical Solution for the Two-Sided Parisian Stopping Time, Its Asymptotics, and the Pricing of Parisian Options

Mathematical Finance
FinanceApplied MathematicsEconomicsEconometricsAccountingSocial Sciences
2015English

American Options: Symmetry Properties

English

Parisian Miniatures

The Iowa Review
1999English

Worst-Case Scenarios for American Options

International Journal of Theoretical and Applied Finance
EconomicsEconometricsFinance
2000English

Pricing American-Style Options by Simulation

Financial Markets and Portfolio Management
2005English

American Options. Pricing and Volatily Calibration.

2006English

Parisian Mad Men

2013English

Hedging of American Options Under Transaction Costs

Finance and Stochastics
UncertaintyStatisticsFinanceProbability
2008English

Martingale Approach to Pricing Perpetual American Options

ASTIN Bulletin
AccountingEconomicsEconometricsFinance
1994English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2026 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy