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Option pricing with zero lower bound of impulse cost

Naïma El Farouq 1 Pierre Bernhard 2
2 COMORE - Modeling and control of renewable resources
LOV - Laboratoire d'océanographie de Villefranche, CRISAM - Inria Sophia Antipolis - Méditerranée
Résumé : no abstract
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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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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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