Parisian options - the implied barrier concept

JHM Anderluh, JAM van der Weide

Research output: Chapter in Book/Conference proceedings/Edited volume › Conference contribution › Scientific › peer-review

8 Citations (Scopus)

Original language	Undefined/Unknown
Title of host publication	ICCS 2004; Fourth international conference on computational science
Editors	M Bubak, GD Albada, PMA Sloot, JJ Dongarra
Place of Publication	Berlin
Publisher	Springer
Pages	851-858
Number of pages	8
ISBN (Print)	3-540-22129-8
Publication status	Published - 2004
Event	ICCS 2004: 4th International Conference on Computational Science - Krakow, Poland Duration: 6 Jun 2004 → 9 Jun 2004

Name
Publisher	Springer

Keywords

@inproceedings{684f6c2038c2443db5683437bbd5093e,

title = "Parisian options - the implied barrier concept",

keywords = "Conf.proc. > 3 pag",

author = "JHM Anderluh and {van der Weide}, JAM",

year = "2004",

language = "Undefined/Unknown",

isbn = "3-540-22129-8",

publisher = "Springer",

pages = "851--858",

editor = "M Bubak and GD Albada and PMA Sloot and JJ Dongarra",

booktitle = "ICCS 2004; Fourth international conference on computational science",

note = "ICCS 2004 ; Conference date: 06-06-2004 Through 09-06-2004",

}

TY - GEN

T1 - Parisian options - the implied barrier concept

AU - Anderluh, JHM

AU - van der Weide, JAM

PY - 2004

Y1 - 2004

KW - Conf.proc. > 3 pag

M3 - Conference contribution

SN - 3-540-22129-8

SP - 851

EP - 858

BT - ICCS 2004; Fourth international conference on computational science

A2 - Bubak, M

A2 - Albada, GD

A2 - Sloot, PMA

A2 - Dongarra, JJ

PB - Springer

CY - Berlin

T2 - ICCS 2004

Y2 - 6 June 2004 through 9 June 2004

ER -