First passage times for risk-tracking proxies
Year of publication: |
2005
|
---|---|
Authors: | Vaugirard, Victor |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 8.2005, 4, p. 445-462
|
Subject: | Stochastischer Prozess | Stochastic process | Derivat | Derivative | Theorie | Theory | Statistische Verteilung | Statistical distribution |
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