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~isPartOf:"Bonn Econ Discussion Papers"
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Barrier options
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first hitting time density
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first passage time density
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lateral Chapman-Kolmogorov relation
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Suchanecki, Michael
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On an Alternative Approach to Pricing General Barrier Options
Suchanecki, Michael
-
2004
hitting
time
density to the barrier. The lateral Chapman-Kolmogorov relation is used as a major tool in order to determine …
Persistent link: https://www.econbiz.de/10010267229
Saved in:
2
On an Alternative Approach to Pricing General Barrier Options
Suchanecki, Michael
-
University of Bonn, Germany
-
2004
hitting
time
density to the barrier. The lateral Chapman-Kolmogorov relation is used as a major tool in order to determine …
Persistent link: https://www.econbiz.de/10004968443
Saved in:
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