Brownian Excursions and Parisian Barrier Options (Q4339345)
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scientific article; zbMATH DE number 1018372
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Brownian Excursions and Parisian Barrier Options |
scientific article; zbMATH DE number 1018372 |
Statements
Brownian Excursions and Parisian Barrier Options (English)
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18 February 1998
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Brownian excursion
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Brownian meander
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barrier options
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0.8932875990867615
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0.8799527883529663
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0.8612632155418396
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0.8381317853927612
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0.8294975161552429
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