Pricing Double Barrier Parisian Option Using Finite Difference

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ISSN Print: 2167-9533
ISSN Online: 2167-9541
www.scirp.org/journal/jfrm
E-mail: jfrm@scirp.org

"Pricing Double Barrier Parisian Option Using Finite Difference"
written by Xuemei Gao,
published by Journal of Financial Risk Management, Vol.2 No.4, 2013

has been cited by the following article(s):

[1]	Pricing of American Parisian option as executive option based on the least‐squares Monte Carlo approach
	Journal of Futures Markets, 2023

[2]	Pricing double-barrier Parisian options
	IMA Journal of Management …, 2022

[1]	Pricing double-barrier Parisian options IMA Journal of Management Mathematics, 2023 DOI:10.1093/imaman/dpab045

[2]	Pricing of American Parisian option as executive option based on the least‐squares Monte Carlo approach Journal of Futures Markets, 2023 DOI:10.1002/fut.22445

[3]	Pricing double-barrier Parisian options IMA Journal of Management Mathematics, 2022 DOI:10.1093/imaman/dpab045

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