Pricing Parisian down-and-in options.

Song-Ping Zhu Nhat-Tan Le Wen-Ting Chen Xiaoping Lu

Published in: Appl. Math. Lett. (2015)

Keyphrases

option pricing
black scholes model
double exponential
black scholes
decision analysis
stock price
web services
reinforcement learning
optimal solution
video sequences
financial markets
dynamic pricing
yield management
convertible bonds