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"Parisian Options - The Implied Barrier Concept."

Jasper Anderluh, Hans van der Weide (2004)

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DOI: 10.1007/978-3-540-25944-2_110

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-21

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  - conf/iccS/AnderluhW04
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  - https://dblp.org/rec/conf/iccS/AnderluhW04
Jasper Anderluh, Hans van der Weide:
Parisian Options - The Implied Barrier Concept. International Conference on Computational Science 2004: 851-858

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