  This paper adresses the valuation of the Paris barrier options proposed by
Yor, Jeanblanc-Picque, and Chesnay (Advances in Applied Probability, 29(1997),
165-184) using the Laplace transform approach. Based on suggestions by Pliska
the notion of Paris options is extended such that their valuation is possible
at any point during their lifespan. The Laplace transforms derived by Yor et
al. are modified when necessary, and their basic analytic properties are
discussed.
