Brownian excursions and Parisian barrier options: a note (Q4819501): Difference between revisions
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Latest revision as of 21:05, 6 June 2024
scientific article; zbMATH DE number 2103408
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Brownian excursions and Parisian barrier options: a note |
scientific article; zbMATH DE number 2103408 |
Statements
Brownian excursions and Parisian barrier options: a note (English)
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27 September 2004
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Brownian excursions
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Brownian meander
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barrier options
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Laplace transform
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