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

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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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Header DbId: bsu
DbLabel: Business Source Ultimate
An: 171349535
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PubType: Academic Journal
PubTypeId: academicJournal
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  Data: Pricing of American Parisian option as executive option based on the least‐squares Monte Carlo approach.
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  Data: <searchLink fieldCode="AR" term="%22Zhuang%2C+Yangyang%22">Zhuang, Yangyang</searchLink><relatesTo>1</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Tang%2C+Pan%22">Tang, Pan</searchLink><relatesTo>1,2</relatesTo> (AUTHOR)<i> pantang@seu.edu.cn</i>
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  Data: <searchLink fieldCode="JN" term="%22Journal+of+Futures+Markets%22">Journal of Futures Markets</searchLink>. Oct2023, Vol. 43 Issue 10, p1469-1496. 28p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=171349535
RecordInfo BibRecord:
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    Identifiers:
      – Type: doi
        Value: 10.1002/fut.22445
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      – Code: eng
        Text: English
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      Pagination:
        PageCount: 28
        StartPage: 1469
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      – TitleFull: Pricing of American Parisian option as executive option based on the least‐squares Monte Carlo approach.
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          Name:
            NameFull: Zhuang, Yangyang
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            NameFull: Tang, Pan
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            – D: 01
              M: 10
              Text: Oct2023
              Type: published
              Y: 2023
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              Value: 02707314
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              Value: 43
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              Value: 10
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            – TitleFull: Journal of Futures Markets
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