Analytical valuation of options on joint minima and maxima
Data and Resources
Additional Info
| Field | Value |
|---|---|
| Source | ISSN: 1350-486X |
| Author | Guillaume, Tristan |
| Maintainer | CCSD |
| Last Updated | May 7, 2026, 15:17 (UTC) |
| Created | May 7, 2026, 15:17 (UTC) |
| Identifier | hal-00924237 |
| Language | en |
| Rights | https://about.hal.science/hal-authorisation-v1/ |
| contributor | Théorie économique, modélisation et applications (THEMA) ; Université de Cergy Pontoise (UCP) ; Université Paris-Seine-Université Paris-Seine-Centre National de la Recherche Scientifique (CNRS) |
| creator | Guillaume, Tristan |
| date | 2002-05-07T00:00:00 |
| harvest_object_id | 12bbaac9-ad94-4342-a6ac-2e6ea8f03f3c |
| harvest_source_id | 3374d638-d20b-4672-ba96-a23232d55657 |
| harvest_source_title | test moissonnage SELUNE |
| metadata_modified | 2023-03-24T00:00:00 |
| set_spec | type:ART |