On peacocks and lyrebirds : Australian options, Brownian bridges, and the average of submartingales
Year of publication: |
2018
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Authors: | Ewald, Christian-Oliver ; Yor, Marc |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 28.2018, 2, p. 536-549
|
Subject: | Asian options | Brownian bridges | convex order | random fields | stochastic processes | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory |
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