学术报告

题      目： Pricing various American-style Parisian and Parasian options

报  告  人：诸颂平   教授  (邀请人：杨舟 )

                                     澳大利亚卧龙岗大学

时      间：4月28日  11：00-12：00

地     点：数科院东楼401

报告人简介:

       Dr. Song-Ping Zhu is a Senior Professor of Applied Mathematics at the University of Wollongong, Australia. He graduated from the University of Michigan (Ann Arbor, Michigan, U.S.A.) with a PhD degree in December 1987. Having published over 200 papers in international journals and conference proceedings and attracted over $2M funding supports from ARC (Australian Research Council) and private industries,

摘      要：

       In this talk, I shall review a stream of my research team’s collaborative effort in pricing exotic options, particularly focusing on some recent progress in pricing American-style Parasian options and exploring their earlier exercise prices. With only one character difference between the two words “Parisian” and “Parasian”, pricing an American-style Parasian option is drastically different from pricing its for counterpart.