Maximum of Brownian motion and barrier option (Q3403189)
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scientific article; zbMATH DE number 5670143
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Maximum of Brownian motion and barrier option |
scientific article; zbMATH DE number 5670143 |
Statements
12 February 2010
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option pricing
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martingale methods
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Brownian motion with drift
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barrier options
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0.835387647151947
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0.8291248679161072
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0.79010009765625
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0.7704160809516907
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