Carr-Nadtochiy's weak reflection principle for Markov chains on \(\mathbb{Z}^d\) (Q2024611)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Carr-Nadtochiy's weak reflection principle for Markov chains on \(\mathbb{Z}^d\) |
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Carr-Nadtochiy's weak reflection principle for Markov chains on \(\mathbb{Z}^d\) (English)
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4 May 2021
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Markov chains
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reflection principle
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barrier options
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