Pricing Parisian down-and-in options

Applied Mathematics Letters 2015 / 05 Vol. 43

Pricing Parisian down-and-in options

Zhu, Song-Ping, Le, Nhat-Tan, Chen, Wenting, Lu, Xiaoping
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Volume:
43
Language:
english
Journal:
Applied Mathematics Letters
DOI:
10.1016/j.aml.2014.10.019
Date:
May, 2015
File:
PDF, 367 KB
english, 2015
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