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hal-00776703v1  Journal articles
Céline LabartJérôme Lelong. Pricing Parisian options using Laplace transforms
Bankers Markets & Investors : an academic & professional review, Groupe Banque, 2009, 99, 24 p
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hal-00414280v2  Journal articles
Aurélien AlfonsiJérôme Lelong. A closed-form extension to the Black-Cox model
International Journal of Theoretical and Applied Finance, World Scientific Publishing, 2012, 15 (8), pp.1250053:1-30. ⟨10.1142/S0219024912500537⟩