A New Procedure for Pricing Parisian Options

The Journal of Derivatives 2005 / 01 Vol. 12; Iss. 4

A New Procedure for Pricing Parisian Options

Bernard, Carole, Courtois, Olivier Le, Quittard-Pinon, François
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Volume:
12
Language:
english
Journal:
The Journal of Derivatives
DOI:
10.3905/jod.2005.517185
Date:
January, 2005
File:
PDF, 228 KB
english, 2005
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