THE PRICING OF OPTIONS WITH STOCHASTIC BOUNDARIES IN A GAUSSIAN ECONOMY (Q5440943)

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scientific article; zbMATH DE number 5232752
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THE PRICING OF OPTIONS WITH STOCHASTIC BOUNDARIES IN A GAUSSIAN ECONOMY
scientific article; zbMATH DE number 5232752

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    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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