Journal of Financial Risk Management

Vol.2 No.4(2013), Paper ID 38863, 4 pages



Pricing Double Barrier Parisian Option Using Finite Difference


Xuemei Gao


South Western University of Finance and Economics, Chengdu, China


Copyright © 2013 Xuemei Gao et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


How to Cite this Article

Gao, X. (2013). Pricing Double Barrier Parisian Option Using Finite Difference. Journal of Financial Risk Management, 2, 67-70. doi: 10.4236/jfrm.2013.24011.

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