Construction and sample path properties of Brownian house-moving between two curves (Q6671899)
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scientific article; zbMATH DE number 7975352
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Construction and sample path properties of Brownian house-moving between two curves |
scientific article; zbMATH DE number 7975352 |
Statements
Construction and sample path properties of Brownian house-moving between two curves (English)
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27 January 2025
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barrier options
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greeks
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Brownian meander
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BES(3)-bridge
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Brownian house-moving
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0.8556610345840454
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0.7375614643096924
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0.7227725982666016
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0.7219586372375488
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0.7159601449966431
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