Brownian Excursions and Parisian Barrier Options
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Publication:4339345
DOI10.2307/1427865zbMath0882.60042OpenAlexW2069193625MaRDI QIDQ4339345
Marc Chesney, Marc Yor, Monique Jeanblanc-Picqué
Publication date: 18 February 1998
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1427865
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