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

(1) , ,
1
Monique Jeanblanc -Picqu É
  • Function : Author
Marc Yor
  • Function : Author
  • PersonId : 831785
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Dates and versions

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

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  • HAL Id : hal-00602716 , version 1

Cite

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

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