Journal of Financial Risk Management
Vol.2 No.4(2013), Paper ID 38863, 4 pages
DOI:10.4236/jfrm.2013.24011
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.
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