Unifying Black-Scholes type formulae which involve Brownian last passage times up to a finite horizon (Q1020596): Difference between revisions
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Revision as of 01:55, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unifying Black-Scholes type formulae which involve Brownian last passage times up to a finite horizon |
scientific article |
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Unifying Black-Scholes type formulae which involve Brownian last passage times up to a finite horizon (English)
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29 May 2009
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option pricing
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local times
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first passage times
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last passage times
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