Pricing Formulae for Exotic Caps

Conference paper

François Quittard-Pinon and Laurent Chretien

Colloque International Actuarial Approach for Financial Risk (AFIR), 11ème (Toronto, Canada, 06/09/2001–07/09/2001)

01/09/2001

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Title: Pricing Formulae for Exotic Caps
Creators: François Quittard-Pinon (Author)
Laurent Chretien (Author)
Creators - without role: François Quittard-Pinon
Laurent Chretien
Conference: Colloque International Actuarial Approach for Financial Risk (AFIR), 11ème (Toronto, Canada, 06/09/2001–07/09/2001)
Identifiers: 9917543109453
Academic Unit: emlyon business school
Language: English
Resource Type: Conference paper
Local Fields: 93323