Parisian options - the implied barrier concept
Conference Paper
(2004)
Author(s)
JHM Anderluh (TU Delft - Applied Probability)
JAM van der Weide (TU Delft - Applied Probability)
Research Group
Applied Probability
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Publication Year
2004
Research Group
Applied Probability
Pages (from-to)
851-858
Publisher
Springer
ISBN (print)
3-540-22129-8
Event
ICCS 2004 (2004-06-06 - 2004-06-09), Krakow, Poland
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