A note on the valuation of an exotic timing option

Journal Articles Journal of Futures Markets Year : 1997

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Mondher Bellalah

Dauphine Recherches en Management

Jean-Luc Prigent

Mathematics [math] Humanities and Social Sciences Statistics [stat] Quantitative Finance [q-fin]

https://cyu.hal.science/hal-03679521

Submitted on : Thursday, May 26, 2022-5:16:20 PM

Last modification on : Friday, April 19, 2024-4:18:54 PM

hal-03679521 , version 1 (26-05-2022)

Mondher Bellalah, Jean-Luc Prigent. A note on the valuation of an exotic timing option. Journal of Futures Markets, 1997, 17 (4), pp.483-487. ⟨10.1002/(SICI)1096-9934(199706)17:4<483::AID-FUT6>3.0.CO;2-D⟩. ⟨hal-03679521⟩

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