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Pricing of American Parisian option as executive option based on the least‐squares Monte Carlo approach.

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Bibliographic Details
Title: Pricing of American Parisian option as executive option based on the least‐squares Monte Carlo approach.
Authors: Zhuang, Yangyang1 (AUTHOR), Tang, Pan1,2 (AUTHOR) pantang@seu.edu.cn
Source: Journal of Futures Markets. Oct2023, Vol. 43 Issue 10, p1469-1496. 28p.
Database: Business Source Ultimate
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Description
ISSN:02707314
DOI:10.1002/fut.22445