A New Procedure for Pricing Parisian Options

By Carole Bernard, Olivier Le Courtois, F. Quittard-Pinon. 2005

48 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/dc6a5b55b6ec09aec1a5d584428fcdbd2ef8c3eb