Work

American Parisian options

Year: 2006

Type: article

Source: Finance and Stochastics

DOI: 10.1007/s00780-006-0015-3

Authors: Marc Chesney, Laurent Gauthier

Institutions: University of Zurich, TBS Education

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

Funders: National Science Foundation, Schweizerischer Nationalfonds zur Förderung der Wissenschaftlichen Forschung, Universität Zürich

OpenAlex ID: W2117864936

FWCI: 1.134

Cites: 16

Cited by: 27

Related to: 10