Parisian Pricing - An exploration of barrier options which take a finite time to be triggered
| Year of publication: |
1997
|
|---|---|
| Authors: | Chesney, Marc ; Cornwall, John ; Jeanblanc-Picqué, Monique ; Kentwell, Glenn ; Yor, Marc |
| Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 10.1997, 1, p. 77-80
|