Symmetrization associated with hyperbolic reflection principle (Q2333272): Difference between revisions

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Revision as of 23:40, 19 March 2024

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Symmetrization associated with hyperbolic reflection principle
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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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