Symmetrization associated with hyperbolic reflection principle (Q2333272)

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Symmetrization associated with hyperbolic reflection principle
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    Statements

    title
    Symmetrization associated with hyperbolic reflection principle (English)
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    author
    Yuuki Ida
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    Tsuyoshi Kinoshita
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    Tomohiro Matsumoto
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    publication date
    12 November 2019
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    zbMATH Keywords
    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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    Identifiers

    zbMATH DE Number
    7128658
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