Pricing Barrier Options with Time–Dependent Coefficients (Q4372053): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/1467-9965.00024 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2164665159 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 20:52, 19 March 2024
scientific article; zbMATH DE number 1106736
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing Barrier Options with Time–Dependent Coefficients |
scientific article; zbMATH DE number 1106736 |
Statements
Pricing Barrier Options with Time–Dependent Coefficients (English)
0 references
5 April 1998
0 references
boundary hitting time
0 references
one-dimensional diffusion process
0 references
Brownian motion
0 references
