Details
Title
The Feynman–Ka`c formula and pricing occupation time derivatives
Author(s)
Hugonnier, Julien
Published in
International Journal of Theoretical and Applied Finance
Volume
2
Issue
2
Pages
153-178
Date
1999
Laboratories
SFI-JH
Record Appears in
Scientific production and competences > CDM - College of Management of Technology > SFI - Swiss Finance Institute at EPFL > SFI-JH - Group in asset pricing
Peer-reviewed publications
Work produced at EPFL
Journal Articles
Published
Peer-reviewed publications
Work produced at EPFL
Journal Articles
Published
Record creation date
2009-10-12