A new procedure for pricing Parisian options

Journal of Derivatives

Volumn 12, Issue 4, 2005, Pages 45-53

  Bernard, Carole ^a   Le Courtois, Olivier ^b   Quittard Pinon, François ^a  

^a UNIVERSITÉ LYON 1   (France)

^b EMLYON BUSINESS SCHOOL   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85014063119     PISSN: 10741240     EISSN: None     Source Type: Journal    
DOI: 10.3905/jod.2005.517185     Document Type: Article

References (19)

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