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Conference papers

Option pricing with zero lower bound of impulse cost

Naïma El Farouq 1 Pierre Bernhard 2
1 LIMOS - Laboratoire d'Informatique, de Modélisation et d'optimisation des Systèmes
2 COMORE - Modeling and control of renewable resources
LOV - Laboratoire d'océanographie de Villefranche, CRISAM - Inria Sophia Antipolis - Méditerranée
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Conference papers
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https://hal.inria.fr/hal-00847285
Contributor : Jean-Luc Gouzé <>
Submitted on : Tuesday, July 23, 2013 - 11:22:44 AM
Last modification on : Wednesday, April 21, 2021 - 8:52:05 AM

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  • HAL Id : hal-00847285, version 1

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CNRS | INRIA | INSMI | PRES_CLERMONT | LIMOS | UPMC | INSU | TDS-MACS | SIGMA-CLERMONT | SORBONNE-UNIVERSITE | LOV | SU-SCIENCES | UMS-829

Citation

Naïma El Farouq, Pierre Bernhard. Option pricing with zero lower bound of impulse cost. 14th International Symposium on Dynamic Games and Applications, Banff, Canada, 2010, Banff, Alberta, Canada. ⟨hal-00847285⟩

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