Constrained Wiener processes and their financial applications
Year of publication: |
2018
|
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Authors: | Leung, Andrew |
Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 8.2018, 4, p. 690-709
|
Subject: | Wiener Process | Exotic Options | Method of Images | Heat Equation | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process |
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