Work

Pricing Parisian Options

Year: 1997

Type: article

Authors: Richard J. Haber, Philipp J. Schönbucher, Paul Wilmott

Institutions: University of Oxford, ETH Zurich

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2268323716

FWCI: 0.811

Cites: 5

Cited by: 72

Related to: 10