An extension of Seshadri's identities for Brownian motion
Year of publication: |
2002
|
---|---|
Authors: | Ghomrasni, Raouf ; Graversen, Svend Erik |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 59.2002, 4, p. 379-384
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Publisher: |
Elsevier |
Keywords: | Brownian motion Brownian functional Asian option |
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