I ask my question here because I want to know more about the cumulative Parisian options introduced by M. Chesney, Mr. Jeanblanc-Picué and Mr. Yor in 1997, then developed by Hugonnier in 1999 and F. Moraux in 2002. I want to know How to calculate the price of these products? In other words, what is the (numerical) method applied on the financial markets, among the methods available in the literature, for pricing a cumulative Parisian option?
Can you please help me with answers and references on the subject.
thank you in advance