Formules fermées pour caps, floors et options asiatiques sur taux d'intérêt
Journal de la société française de statistique, Volume 136 (1995) no. 4, p. 39-56
@article{JSFS_1995__136_4_39_0,
     author = {Quittard-Pinon, Fran\c cois},
     title = {Formules ferm\'ees pour caps, floors et options asiatiques sur taux d'int\'er\^et},
     journal = {Journal de la soci\'et\'e fran\c caise de statistique},
     publisher = {Soci\'et\'e de statistique de Paris},
     volume = {136},
     number = {4},
     year = {1995},
     pages = {39-56},
     language = {fr},
     url = {http://www.numdam.org/item/JSFS_1995__136_4_39_0}
}
Quittard-Pinon, François. Formules fermées pour caps, floors et options asiatiques sur taux d'intérêt. Journal de la société française de statistique, Volume 136 (1995) no. 4, pp. 39-56. http://www.numdam.org/item/JSFS_1995__136_4_39_0/

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