On three methods for explicit handling of convolutions as applied to brownian excursions and parisian barrier options (Q2937681)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On three methods for explicit handling of convolutions as applied to brownian excursions and parisian barrier options |
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On three methods for explicit handling of convolutions as applied to brownian excursions and parisian barrier options (English)
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12 January 2015
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convolutions
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Brownian minimum length excursion law
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Laplace transform
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Brownian motion
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option pricing
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Parisian barrier options
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