Pricing path-dependent options in a Black-Scholes market from the distribution of homogeneous Brownian functionals (Q4819432): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 02:39, 8 February 2024
scientific article; zbMATH DE number 2103342
Language | Label | Description | Also known as |
---|---|---|---|
English | Pricing path-dependent options in a Black-Scholes market from the distribution of homogeneous Brownian functionals |
scientific article; zbMATH DE number 2103342 |
Statements
Pricing path-dependent options in a Black-Scholes market from the distribution of homogeneous Brownian functionals (English)
0 references
24 September 2004
0 references
Brownian motion
0 references
Brownian supremum
0 references
Brownian local time
0 references
options with barriers and penalties
0 references