American Parisian options

Marc Chesney () and Laurent Gauthier

Finance and Stochastics, 2006, vol. 10, issue 4, 475-506

Keywords: Parisian options; American options; Excursions; G12; G13; C61; C65; 60G40; 62L15; 60J65 (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (14)

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DOI: 10.1007/s00780-006-0015-3

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