Pages that link to "Item:Q2937681"
From MaRDI portal
The following pages link to On three methods for explicit handling of convolutions as applied to brownian excursions and parisian barrier options (Q2937681):
Displaying 3 items.
- The joint distribution of Parisian and hitting times of Brownian motion with application to Parisian option pricing (Q309175) (← links)
- On three methods for analytic Laplace inversion in the framework of Brownian motion and their excursions (Q2850031) (← links)
- Brownian excursions and Parisian barrier options: a note (Q4819501) (← links)