Brownian Excursions and Parisian Barrier Options (Q4339345)

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scientific article; zbMATH DE number 1018372
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Brownian Excursions and Parisian Barrier Options
scientific article; zbMATH DE number 1018372

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    Brownian Excursions and Parisian Barrier Options (English)
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    18 February 1998
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    Brownian excursion
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    Brownian meander
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    barrier options
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