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Parisian Options - The Implied Barrier Concept

Jasper Anderluh, Hans van der Weide. Parisian Options - The Implied Barrier Concept. In Marian Bubak, G. Dick van Albada, Peter M. A. Sloot, Jack Dongarra, editors, Computational Science - ICCS 2004, 4th International Conference, Kraków, Poland, June 6-9, 2004, Proceedings, Part IV. Volume 3039 of Lecture Notes in Computer Science, pages 851-858, Springer, 2004. [doi]

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Jasper Anderluh

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Hans van der Weide

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