Skip to Main content Skip to Navigation
Reports

Brownian Excursions and Parisian Barrier Options

Marc Chesney 1 Monique Jeanblanc -Picqu É Marc Yor 
1 GREGH - Groupement de Recherche et d'Etudes en Gestion à HEC
Keywords : Brownian Excursions Parisian Barrier Option
Document type :
Reports
Complete list of metadata
https://hal-hec.archives-ouvertes.fr/hal-00602716
Contributor : Antoine Haldemann Connect in order to contact the contributor
Submitted on : Thursday, June 23, 2011 - 12:06:09 PM
Last modification on : Saturday, June 25, 2022 - 10:52:24 AM

Identifiers

  • HAL Id : hal-00602716, version 1

Collections

HEC | CNRS | LARA

Citation

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

Export

BibTeX TEI DC DCterms EndNote Datacite

Share

Metrics

Record views

111