Brownian Excursions and Parisian Barrier Options - Archive ouverte HAL Access content directly
Reports Year :

Brownian Excursions and Parisian Barrier Options

(1) , ,
1
Marc Chesney
  • Function : Author
Groupement de Recherche et d'Etudes en Gestion à HEC
Monique Jeanblanc -Picqu É
  • Function : Author
Marc Yor
  • Function : Author
  • PersonId : 831785

Domains

Humanities and Social Sciences Economics and Finance Economy and decision science

Antoine Haldemann  : Connect in order to contact the contributor

https://hal-hec.archives-ouvertes.fr/hal-00602716

Submitted on : Thursday, June 23, 2011-12:06:09 PM

Last modification on : Saturday, June 25, 2022-10:52:24 AM

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⟩

Export

BibTeX TEI Dublin Core DC Terms EndNote Datacite

Collections

HEC CNRS LARA
113 View
0 Download

Share

Gmail Facebook Twitter LinkedIn More