Continuity Theorems in Boundary Crossing Problems for Diffusion Processes (Q3000888): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/978-3-642-03479-4_17 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2160468206 / rank | |||
Normal rank |
Latest revision as of 21:58, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Continuity Theorems in Boundary Crossing Problems for Diffusion Processes |
scientific article |
Statements
Continuity Theorems in Boundary Crossing Problems for Diffusion Processes (English)
0 references
31 May 2011
0 references
barrier options
0 references
boundary crossing
0 references
vanilla option
0 references