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A note on the valuation of an exotic timing option

Author

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  • Mondher Bellalah

    (DRM - Dauphine Recherches en Management - Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres - CNRS - Centre National de la Recherche Scientifique)

  • Jean-Luc Prigent

    (THEMA - Théorie économique, modélisation et applications - CNRS - Centre National de la Recherche Scientifique - CY - CY Cergy Paris Université)

Abstract

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  • Mondher Bellalah & Jean-Luc Prigent, 1997. "A note on the valuation of an exotic timing option," Post-Print hal-03679521, HAL.
    • Handle: RePEc:hal:journl:hal-03679521
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    Cited by:

    1. Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.

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