Double-barrier first-passage times of jump-diffusion processes (Q2844294)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6202453
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Double-barrier first-passage times of jump-diffusion processes |
scientific article; zbMATH DE number 6202453 |
Statements
Double-barrier first-passage times of jump-diffusion processes (English)
0 references
28 August 2013
0 references
double-barrier problem
0 references
first-exit time
0 references
first-passage time
0 references
Brownian Bridge
0 references
corridor derivatives
0 references
barrier options
0 references
bonus certificates
0 references
first-touch options
0 references
0.8057712912559509
0 references
0.784785807132721
0 references
0.7829440832138062
0 references
0.7820038795471191
0 references
