No label defined (Q3534751)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
4 November 2008
0 references
diffusions
0 references
transition densities
0 references
first-passage times
0 references
Laplace transforms
0 references
squared Bessel processes
0 references
minimal market model
0 references
real-world pricing
0 references
rebates
0 references
barrier options
0 references
