Pricing Options With Curved Boundaries<sup>1</sup> (Q4345935)
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scientific article; zbMATH DE number 1040348
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| default for all languages | No label defined |
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| English | Pricing Options With Curved Boundaries<sup>1</sup> |
scientific article; zbMATH DE number 1040348 |
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Pricing Options With Curved Boundaries<sup>1</sup> (English)
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31 August 1997
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options
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curved boundaries
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geometric Brownian motion
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0.8824711
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0.82847023
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