Pricing moving window Parisian options by hitting time simulation

GUO Dong-mei, SONG Bin, WANG Shou-yang, ZHANG Bing-jie

Systems Engineering - Theory & Practice ›› 2013, Vol. 33 ›› Issue (3) : 577-584.

PDF(696 KB)
中国科学院数学与系统科学研究院期刊网
PDF(696 KB)
Systems Engineering - Theory & Practice ›› 2013, Vol. 33 ›› Issue (3) : 577-584. DOI: 10.12011/1000-6788(2013)3-577

Pricing moving window Parisian options by hitting time simulation

    {{javascript:window.custom_author_en_index=0;}}
  • {{article.zuoZhe_EN}}
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

EndNote

Ris (Procite)

Bibtex

Download Citations
{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2013, 33(3): 577-584 https://doi.org/10.12011/1000-6788(2013)3-577

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(696 KB)

Accesses

Citation

Detail
Sections
Recommended

/

〈 〉