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
To reference this document use:
https://resolver.tudelft.nl/uuid:684f6c20-38c2-443d-b568-3437bbd5093e
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Publication Year
2004
Research Group
Applied Probability
Pages (from-to)
851-858
Publisher
Springer
ISBN (print)
3-540-22129-8
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