Continuity Theorems in Boundary Crossing Problems for Diffusion Processes (Q3000888)

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Continuity Theorems in Boundary Crossing Problems for Diffusion Processes
scientific article

    Statements

    title
    Continuity Theorems in Boundary Crossing Problems for Diffusion Processes (English)
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    author
    Andrew N. Downes
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    Konstantin A. Borovkov
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    Alexander Novikov
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    publication date
    31 May 2011
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    zbMATH Keywords
    barrier options
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    boundary crossing
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    vanilla option
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    Identifiers

    zbMATH DE Number
    5901447
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    OpenAlex ID
    W2160468206
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