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American path dependent options

Marc Chesney 1 Giovanni Barone-Adesi
1 GREGH - Groupement de Recherche et d'Etudes en Gestion à HEC
Keywords : American path dependent options
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https://hal-hec.archives-ouvertes.fr/hal-00611221
Contributor : Antoine Haldemann <>
Submitted on : Monday, July 25, 2011 - 9:28:37 PM
Last modification on : Thursday, January 11, 2018 - 6:19:31 AM

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  • HAL Id : hal-00611221, version 1

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Marc Chesney, Giovanni Barone-Adesi. American path dependent options. 1993. ⟨hal-00611221⟩

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