Brownian Excursions and Parisian Barrier Options (Q4339345)

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scientific article; zbMATH DE number 1018372
Language Label Description Also known as
English
Brownian Excursions and Parisian Barrier Options
scientific article; zbMATH DE number 1018372

    Statements

    title
    Brownian Excursions and Parisian Barrier Options (English)
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    author
    Marc Chesney
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    Marc Yor
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    publication date
    18 February 1998
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    zbMATH Keywords
    Brownian excursion
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    Brownian meander
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    barrier options
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    Identifiers

    DOI
    10.2307/1427865
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    zbMATH DE Number
    1018372
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