A Smoothed Perturbation Analysis Approach to Parisian Options

B.F. Heidergott, H. Leahu, W.M. Volk-Makarewicz

Research output: Working paperProfessional

LanguageEnglish
Place of PublicationAmsterdam
PublisherFaculty of Economics and Business Administration
Number of pages14
Publication statusPublished - 2013

Publication series

NameResearch Memorandum
No.2013-36

Cite this

Heidergott, B. F., Leahu, H., & Volk-Makarewicz, W. M. (2013). A Smoothed Perturbation Analysis Approach to Parisian Options. (Research Memorandum; No. 2013-36). Amsterdam: Faculty of Economics and Business Administration.
Heidergott, B.F. ; Leahu, H. ; Volk-Makarewicz, W.M. / A Smoothed Perturbation Analysis Approach to Parisian Options. Amsterdam : Faculty of Economics and Business Administration, 2013. (Research Memorandum; 2013-36).
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Heidergott, BF, Leahu, H & Volk-Makarewicz, WM 2013 'A Smoothed Perturbation Analysis Approach to Parisian Options' Research Memorandum, no. 2013-36, Faculty of Economics and Business Administration, Amsterdam.

A Smoothed Perturbation Analysis Approach to Parisian Options. / Heidergott, B.F.; Leahu, H.; Volk-Makarewicz, W.M.

Amsterdam : Faculty of Economics and Business Administration, 2013. (Research Memorandum; No. 2013-36).

Research output: Working paperProfessional

TY - UNPB

T1 - A Smoothed Perturbation Analysis Approach to Parisian Options

AU - Heidergott, B.F.

AU - Leahu, H.

AU - Volk-Makarewicz, W.M.

PY - 2013

Y1 - 2013

M3 - Working paper

T3 - Research Memorandum

BT - A Smoothed Perturbation Analysis Approach to Parisian Options

PB - Faculty of Economics and Business Administration

CY - Amsterdam

ER -

Heidergott BF, Leahu H, Volk-Makarewicz WM. A Smoothed Perturbation Analysis Approach to Parisian Options. Amsterdam: Faculty of Economics and Business Administration. 2013. (Research Memorandum; 2013-36).