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type_genre:"Arbeitspapier"
type_genre:"Series"
~institution:"Chambre de commerce et d'industrie de Paris"
~institution:"Unité Mixte de Recherche Théorie Economique, Modélisation et Applications"
~person:"Chesney, Marc"
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Chambre de commerce et d'industrie de Paris
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
Weltbank / Latin America and the Caribbean Regional Office / Country Department <1> / Country Operations Division
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Brownian excursions and Parisian barrier options
Chesney, Marc
;
Jeanblanc, Monique
;
Yor, Marc
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1996
Persistent link: https://www.econbiz.de/10000930703
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Estimating the instantaneous volatility and covariance of risky assets
Chesney, Marc
;
Elliott, Robert J.
-
1995
Persistent link: https://www.econbiz.de/10000910595
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American path-dependent options
Chesney, Marc
;
Barone-Adesi, Giovanni
-
1993
Persistent link: https://www.econbiz.de/10000882096
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