Continuity theorems in boundary crossing problems for diffusion processes (Q3000888)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Continuity theorems in boundary crossing problems for diffusion processes |
scientific article; zbMATH DE number 5901447
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
31 May 2011
0 references
barrier options
0 references
boundary crossing
0 references
vanilla option
0 references
0.7925323843955994
0 references
0.7854435443878174
0 references
0.779742419719696
0 references
