"Parisian Option Pricing: A Recursive Solution for the Density of the ..."

Angelos Dassios, Jia Wei Lim (2013)

> Home

Details and statistics

DOI: 10.1137/120875466

access: closed

type: Journal Article

metadata version: 2019-10-19

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/siamfm/DassiosL13
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/siamfm/DassiosL13
Angelos Dassios, Jia Wei Lim:
Parisian Option Pricing: A Recursive Solution for the Density of the Parisian Stopping Time. SIAM J. Financial Math. 4(1): 599-615 (2013)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.