Pricing American Parisian Options and ITS Application in the Valuation of Convertible Bonds

Chunli Chu, Dongmei Guo, Yi Hu. Pricing American Parisian Options and ITS Application in the Valuation of Convertible Bonds. In Lean Yu, Rongda Chen, Shouyang Wang, editors, Sixth International Conference on Business Intelligence and Financial Engineering, BIFE 2013, Hangzhou, China, November 14-16, 2013. pages 191-195, IEEE, 2013. [doi]

Authors

Chunli Chu

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Dongmei Guo

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Yi Hu

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