Brownian Excursions and Parisian Barrier Options

Brownian Excursions and Parisian Barrier Options

Marc Chesney, Monique Jeanblanc-Picqué and Marc Yor
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Volume:
29
Language:
english
Journal:
Advances in Applied Probability
DOI:
10.2307/1427865
Date:
March, 1997
File:
PDF, 1.37 MB
english, 1997
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