Highs and lows: Some properties of the extremes of a diffusion and applications in finance (Q4801371)
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scientific article; zbMATH DE number 1893830
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Highs and lows: Some properties of the extremes of a diffusion and applications in finance |
scientific article; zbMATH DE number 1893830 |
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Highs and lows: Some properties of the extremes of a diffusion and applications in finance (English)
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7 April 2003
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Brownian motion
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geometric Brownian motion
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highs
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lows
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options
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simulation
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