Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Brownian excursions an Parisian barrier options: a note   This note re-addresses the Paris barrier options proposed by Yor and
collaborators and their valuation using the Laplace transform approach. The
notion of Paris barrier options, based on excursion theory and using the
Brownian meander, is extended such that their valuation is now possible at any
point during their lifespan. The pertinent Laplace transforms are modified when
necessary.

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The categories of this paper are: dg-ga
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The categories of this paper are: hep-ex
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The categories of this paper are: hep-th
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The categories of this paper are: adap-org
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The categories of this paper are: gr-qc
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The categories of this paper are: solv-int
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The categories of this paper are: chao-dyn
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The categories of this paper are: nucl-ex
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The categories of this paper are: hep-ph
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The categories of this paper are: alg-geom
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The categories of this paper are: hep-lat
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The categories of this paper are: supr-con
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The categories of this paper are: mtrl-th
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The categories of this paper are: plasm-ph
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The categories of this paper are: cs
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The categories of this paper are: cond-mat