Pricing formulae for exotic caps

Journal article

Peer reviewed

Pricing formulae for exotic caps

François Quittard-Pinon and Laurent Chretien

Finance, Vol.25(2), pp.27-47P.

01/12/2004

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Title: Pricing formulae for exotic caps
Creators: François Quittard-Pinon (Author)
Laurent Chretien (Author)
Publication Details: Finance, Vol.25(2), pp.27-47P.
Format: 27-47P.
Identifiers: 9917710709453
Academic Unit: emlyon business school
Language: English
Resource Type: Journal article
Local Fields: 82941