Perturbed Brownian motion and its application to Parisian option pricing (Q650763): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 08:48, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Perturbed Brownian motion and its application to Parisian option pricing |
scientific article |
Statements
Perturbed Brownian motion and its application to Parisian option pricing (English)
0 references
27 November 2011
0 references
