Brownian excursions and Parisian barrier options: a note (Q4819501): Difference between revisions

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Latest revision as of 21:05, 6 June 2024

scientific article; zbMATH DE number 2103408
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English
Brownian excursions and Parisian barrier options: a note
scientific article; zbMATH DE number 2103408

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    Brownian excursions and Parisian barrier options: a note (English)
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    27 September 2004
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    Brownian excursions
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    Brownian meander
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    barrier options
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    Laplace transform
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