Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach (Q889625)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach |
scientific article |
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Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach (English)
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9 November 2015
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first passage times
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barrier options
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diffusions
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subordination
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eigenfunction expansions
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