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"Pricing American Parisian Options and ITS Application in the Valuation of ..."

Chunli Chu, Dongmei Guo, Yi Hu (2013)

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DOI: 10.1109/BIFE.2013.41

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-23

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  dblp key:
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  persistent URL:
  - https://dblp.org/rec/conf/bife/ChuGH13
Chunli Chu, Dongmei Guo, Yi Hu:
Pricing American Parisian Options and ITS Application in the Valuation of Convertible Bonds. BIFE 2013: 191-195

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