Ross Green

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
THE WIENER-HOPF TECHNIQUE AND DISCRETELY MONITORED PATH-DEPENDENT OPTION PRICING
Mathematical Finance
2010-04-22Paper
Pricing financial claims contingent upon an underlying asset monitored at discrete times
Journal of Engineering Mathematics
2008-03-12Paper


Research outcomes over time


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