Pricing path-dependent options in a Black-Scholes market from the distribution of homogeneous Brownian functionals - Archive ouverte HAL Accéder directement au contenu
Article Dans Une Revue Journal of Applied Probability Année : 2004

Pricing path-dependent options in a Black-Scholes market from the distribution of homogeneous Brownian functionals

Fichier non déposé

Dates et versions

hal-00103042 , version 1 (03-10-2006)

Identifiants

  • HAL Id : hal-00103042 , version 1

Citer

F. Petit, Marc Yor, T. Fujita. Pricing path-dependent options in a Black-Scholes market from the distribution of homogeneous Brownian functionals. Journal of Applied Probability, 2004, 41 n.1, pp.1-18. ⟨hal-00103042⟩
36 Consultations
0 Téléchargements

Partager

Gmail Facebook X LinkedIn More