Continuity theorems in boundary crossing problems for diffusion processes (Q3000888)
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scientific article; zbMATH DE number 5901447
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| English | Continuity theorems in boundary crossing problems for diffusion processes |
scientific article; zbMATH DE number 5901447 |
Statements
Continuity Theorems in Boundary Crossing Problems for Diffusion Processes (English)
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31 May 2011
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barrier options
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boundary crossing
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vanilla option
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0.7925323843955994
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0.7854435443878174
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0.779742419719696
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