Hitting time and time change
Year of publication: |
2004
|
---|---|
Authors: | Vaugirard, Victor E. |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 11.2004, 1, p. 77-94
|
Subject: | Stochastischer Prozess | Stochastic process | Hedging | Optionspreistheorie | Option pricing theory | Theorie | Theory | Statistische Verteilung | Statistical distribution |
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