Perturbed Brownian motion and its application to Parisian option pricing (Q650763)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Perturbed Brownian motion and its application to Parisian option pricing |
scientific article; zbMATH DE number 5981319
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Perturbed Brownian motion and its application to Parisian option pricing |
scientific article; zbMATH DE number 5981319 |
Statements
Perturbed Brownian motion and its application to Parisian option pricing (English)
0 references
27 November 2011
0 references
0 references
0 references
0.8968026041984558
0 references
0.8804997801780701
0 references
0.8612632155418396
0 references
0.835597038269043
0 references
0.7921562194824219
0 references
