Brownian Excursions and Parisian Barrier Options (Q4339345): Difference between revisions
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| Property / author: Monique Jeanblanc-Picqué / rank | |||
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Latest revision as of 20:40, 19 March 2024
scientific article; zbMATH DE number 1018372
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Brownian Excursions and Parisian Barrier Options |
scientific article; zbMATH DE number 1018372 |
Statements
Brownian Excursions and Parisian Barrier Options (English)
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18 February 1998
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Brownian excursion
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Brownian meander
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barrier options
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