Perturbed Brownian motion and its application to Parisian option pricing (Q650763)

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Perturbed Brownian motion and its application to Parisian option pricing
scientific article

    Statements

    title
    Perturbed Brownian motion and its application to Parisian option pricing (English)
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    author
    Angelos Dassios
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    Shanle Wu
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    publication date
    27 November 2011
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    60J65
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    60K15
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    60J27
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    zbMATH DE Number
    5981319
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    OpenAlex ID
    W2054092618
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