Continuity theorems in boundary crossing problems for diffusion processes
Konstantin A. Borovkov, Andrew N. Downes, and Alexander A. Novikov
| Year of publication: |
2010
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|---|---|
| Authors: | Borovkov, Konstantin A. ; Downes, Andrew N. ; Novikov, Alexander A. |
| Published in: |
Contemporary quantitative finance : essays in honour of Eckhard Platen. - Berlin : Springer, ISBN 978-3-642-03478-7. - 2010, p. 335-351
|
| Subject: | general barrier options | Optionspreistheorie | Option pricing theory | Börsenkurs | Share price | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008749185