THE PRICING OF OPTIONS WITH STOCHASTIC BOUNDARIES IN A GAUSSIAN ECONOMY (Q5440943)
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scientific article; zbMATH DE number 5232752
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE PRICING OF OPTIONS WITH STOCHASTIC BOUNDARIES IN A GAUSSIAN ECONOMY |
scientific article; zbMATH DE number 5232752 |
Statements
THE PRICING OF OPTIONS WITH STOCHASTIC BOUNDARIES IN A GAUSSIAN ECONOMY (English)
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5 February 2008
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reflection principle
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arcsine law
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change of measure
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exchange option
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knock-out option
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