Option pricing with zero lower bound of impulse cost - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Conference Papers Year : 2010
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hal-00847285 , version 1 (23-07-2013)

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  • HAL Id : hal-00847285 , version 1

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Naïma El Farouq, Pierre Bernhard. Option pricing with zero lower bound of impulse cost. 14th International Symposium on Dynamic Games and Applications, Banff, Canada, 2010, Banff, Alberta, Canada. ⟨hal-00847285⟩
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