A new procedure for pricing Parisian options
Year of publication: |
2005
|
---|---|
Authors: | Bernard, Carole ; Le Courtois, Olivier ; Quittard-Pinon, François |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 12.2004, 4, p. 45-53
|
Subject: | Optionspreistheorie | Option pricing theory |
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