Binomial approximation of Brownian motion and its maximum (Q1771464)

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Binomial approximation of Brownian motion and its maximum
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    Statements

    title
    Binomial approximation of Brownian motion and its maximum (English)
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    author
    Raffaella Carbone
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    publication date
    21 April 2005
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    zbMATH Keywords
    Brownian motion
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    Binomial random walk
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    Maximum and barrier options
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    Identifiers

    Mathematics Subject Classification ID
    60G50
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    91B28
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    60J65
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    zbMATH DE Number
    2160022
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