PASSPORT OPTIONS (Q4419297)

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scientific article; zbMATH DE number 1963355
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English
PASSPORT OPTIONS
scientific article; zbMATH DE number 1963355

    Statements

    title
    PASSPORT OPTIONS (English)
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    author
    Freddy Delbaen
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    Marc Yor
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    publication date
    13 August 2003
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    zbMATH Keywords
    Bessel processes
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    financial derivatives
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    martingale inequalities
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    time transforms
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    Identifiers

    zbMATH DE Number
    1963355
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