Pricing Parisian Options by Generating Functions
Bing-Qing Li and Hai-Jian Zhao
The Journal of Derivatives Summer 2009, 16 (4) 72-81; DOI: https://doi.org/10.3905/JOD.2009.16.4.072
Bing-Qing Li
is an associate professor in the Department of Risk Management and Insurance at Nankai University in China.
Hai-Jian Zhao
is a Ph.D. student at the Center for Combinatorics at Nankai University in China.
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Pricing Parisian Options by Generating Functions
Bing-Qing Li, Hai-Jian Zhao
The Journal of Derivatives May 2009, 16 (4) 72-81; DOI: 10.3905/JOD.2009.16.4.072