Symmetrization associated with hyperbolic reflection principle (Q2333272): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Symmetrization associated with hyperbolic reflection principle |
scientific article |
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Symmetrization associated with hyperbolic reflection principle (English)
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12 November 2019
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hyperbolic Brownian motion
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reflection principle
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symmetrization
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barrier option
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Euler-Maruyama scheme
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