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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
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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 : Thursday, January 11, 2018 - 6:19:31 AM

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  • HAL Id : hal-00602716, version 1

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HEC | PARISTECH | CNRS | LARA

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

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