On the running maximum of brownian motion and associated lookback options
Ho, Tak Yui
Year of publication: |
July, 2018
|
---|---|
Authors: | Ho, Tak Yui |
Publisher: |
London |
Subject: | Levy-Prozess | Levy process | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Theorie | Theory |
Saved in:
freely available
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