2006 | ||
---|---|---|
2 | EE | Marc Chesney, Laurent Gauthier: American Parisian options. Finance and Stochastics 10(4): 475-506 (2006) |
2002 | ||
1 | EE | Laurent Gauthier: Hedging entry and exit decisions: activating and deactivating barrier options. JAMDS 6(1): 51-70 (2002) |
1 | Marc Chesney | [2] |