Sampling Brownian house-moving (Q5047154)
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scientific article; zbMATH DE number 7614451
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Sampling Brownian house-moving |
scientific article; zbMATH DE number 7614451 |
Statements
Sampling Brownian house-moving (English)
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9 November 2022
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barrier options
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Greeks
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Brownian bridge
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BES(3)-bridge
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Brownian house-moving
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0.7455435395240784
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0.7442253828048706
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0.7415299415588379
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