Publié le : 2004-07-05
Classification:
[MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
@article{hal-00103042,
author = {Petit, F. and Yor, M. and Fujita, T.},
title = {Pricing path-dependent options in a Black-Scholes market from the distribution of homogeneous Brownian functionals},
journal = {HAL},
volume = {2004},
number = {0},
year = {2004},
language = {en},
url = {http://dml.mathdoc.fr/item/hal-00103042}
}
Petit, F.; Yor, M.; Fujita, T. Pricing path-dependent options in a Black-Scholes market from the distribution of homogeneous Brownian functionals. HAL, Tome 2004 (2004) no. 0, . http://gdmltest.u-ga.fr/item/hal-00103042/