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Lookback and barrier options : a comparison between black-scholes and ABC pricing
Prigent, Jean-Luc; Renault, Olivier; Scaillet, Olivier - In: Finance : revue de l'Association Française de Finance 20 (1999) 2, pp. 143-152
Persistent link: https://www.econbiz.de/10001544338
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Multiregime term structure models
Gouriéroux, Christian; Scaillet, Olivier - In: Finance : revue de l'Association Française de Finance 19 (1998) 2, pp. 71-92
Persistent link: https://www.econbiz.de/10001476780
Cover Image
Multiregime term structure models
Gouriéroux, Christian; Scaillet, Olivier - In: Finance : revue de l'Association Française de Finance 19 (1998) 2, pp. 71-92
Persistent link: https://www.econbiz.de/10009918831
Cover Image
Lookback and barrier options : a comparison between black-scholes and ABC pricing
Prigent, Jean-Luc; Renault, Olivier; scaillet, Olivier - In: Finance : revue de l'Association Française de Finance 20 (1999) 2, pp. 143-152
Persistent link: https://www.econbiz.de/10009918842