Perturbed Brownian motion and its application to Parisian option pricing
Angelos Dassios; Shanle Wu
| Year of publication: |
2010
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|---|---|
| Authors: | Dassios, Angelos ; Wu, Shanle |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 14.2010, 3, p. 473-494
|
| Subject: | Markov-Kette | Markov chain | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009533860