SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

A combinatorial approach for pricing Parisian options · Study

ArticleShelves

ArticleA combinatorial approach for pricing Parisian options

Massimo Costabile2002

Article2002

A combinatorial approach for pricing Parisian options

Massimo Costabile

32 citations·0/0 files stored·Decisions in Economics and Finance

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Financial Markets and Investment Strategies Capital Investment and Risk Analysis

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 32 citations exist upstream.

References

1979Option pricing: A simplified approach 1991Multinomial Approximating Models for Options with k State Variables 1997Brownian Excursions and Parisian Barrier Options 1996Complex Barrier Options 1996Advances in Futures and Options Research 1997Pricing Parisian Options 1999PRICING PARISIAN-STYLE OPTIONS WITH A LATTICE METHOD 1998Very Fast Algorithms for Barrier Option Pricing and the Ballot Problem

Cited by

2009PRICING DOUBLE BARRIER PARISIAN OPTIONS USING LAPLACE TRANSFORMS 2006American Parisian options

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2004ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applicationsarticle · 3 shared references 2004Option Pricing: Valuation Models and Applicationsarticle · 3 shared references 1999A flexible binomial option pricing modelarticle · 3 shared references 2006Default risk, bankruptcy procedures and the market value of life insurance liabilitiesarticle · 3 shared references 2005A New Procedure for Pricing Parisian Optionsarticle · 3 shared references 2001Pricing Algorithms for Options with Exotic Path-Dependencearticle · 3 shared references

Details

Year2002

Typearticle

Published2002-11-01

VenueDecisions in Economics and Finance

ISSN-L1127-1035

Languageen

Citations32

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1007/s102030200007

openalex_workW2094400352

Links

Imported from OpenAlex (CC0) — nothing here is generated.