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"Pricing American-style Parisian down-and-out call options."

Nhat-Tan Le, Duy-Minh Dang (2017)

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DOI: 10.1016/J.AMC.2017.02.015

access: closed

type: Journal Article

metadata version: 2020-02-21

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  - journals/amc/LeD17
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  - https://dblp.org/rec/journals/amc/LeD17
Nhat-Tan Le, Duy-Minh Dang:
Pricing American-style Parisian down-and-out call options. Appl. Math. Comput. 305: 330-347 (2017)

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