Carr-Nadtochiy's weak reflection principle for Markov chains on \(\mathbb{Z}^d\) (Q2024611): Difference between revisions

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Latest revision as of 17:17, 25 July 2024

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Carr-Nadtochiy's weak reflection principle for Markov chains on \(\mathbb{Z}^d\)
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    Carr-Nadtochiy's weak reflection principle for Markov chains on \(\mathbb{Z}^d\) (English)
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    4 May 2021
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    Markov chains
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    reflection principle
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    barrier options
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