Brownian Excursions and Parisian Barrier Options - HEC Paris - École des hautes études commerciales de Paris Access content directly
Reports Year :

Brownian Excursions and Parisian Barrier Options

Monique Jeanblanc -Picqu É
  • Function : Author
Marc Yor
  • Function : Author
  • PersonId : 831785
Not file

Dates and versions

hal-00602716 , version 1 (23-06-2011)

Identifiers

  • HAL Id : hal-00602716 , version 1

Cite

Marc Chesney, Monique Jeanblanc -Picqu É, Marc Yor. Brownian Excursions and Parisian Barrier Options. 1996. ⟨hal-00602716⟩

Collections

HEC CNRS LARA
112 View
0 Download

Share

Gmail Facebook Twitter LinkedIn More