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Pricing Moving Window Parisian Option and Applications in Convertible Bonds

Dongmei Guo, Bin Song, Shouyang Wang, Bingjie Zhang. Pricing Moving Window Parisian Option and Applications in Convertible Bonds. In Vassil N. Alexandrov, Michael Lees, Valeria V. Krzhizhanovskaya, Jack Dongarra, Peter M. A. Sloot, editors, Proceedings of the International Conference on Computational Science, ICCS 2013, Barcelona, Spain, 5-7 June, 2013. Volume 18 of Procedia Computer Science, pages 1674-1683, Elsevier, 2013. [doi]

Authors

Dongmei Guo

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Bin Song

This author has not been identified. Look up 'Bin Song' in Google

Shouyang Wang

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Bingjie Zhang

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