Pricing American Parisian Options under General Time-Inhomogeneous Markov Models

Fuente: arXiv

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Bibliographic Details
Main Authors:	Liu, Yuhao, Yang, Nian, Zhang, Gongqiu
Format:	Preprint
Published:	2025
Subjects:	Computational Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2503.11053