The distribution of the quantile of a Brownian motion with drift and the pricing of related path-dependent options
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Publication:1901080
DOI10.1214/AOAP/1177004770zbMATH Open0837.60076OpenAlexW2160763071MaRDI QIDQ1901080FDOQ1901080
Authors: Angelos Dassios 
Publication date: 11 December 1995
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1177004770
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