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~type_genre:"Non-commercial literature"
~subject:"Stochastischer Prozess"
~subject:"Option trading"
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On the running maximum of brownian motion and associated lookback options
Ho, Tak Yui
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2018
Persistent link: https://www.econbiz.de/10012533193
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2
Bounds on the value of barrier options with curved boundaries
Thompson, G. W. P.
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contributor
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001736168
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Fast narrow bounds on the value of Asian options
Thompson, G. W. P.
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contributor
)
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001736170
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4
Lévy processes in finance : the change of measure and non-linear dependence
Wannenwetsch, Jens
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2005
Persistent link: https://www.econbiz.de/10003139205
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