Les options parisiennes et leurs applications

in Banque et Marchés, (82)

ISSN : 1167-4946

par Bernard, Carole ; Le Courtois, Olivier (1975-....)

2006 - 81-90 P. | En français

This survey paper is dedicated to some options that are not extremely well-known, but that bring along very promising applications : Parisian options. We start by describing these products, then we detail their use in the contexts of bank deposit insurance, the theory of real options, and finally the structural theory of default

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