Unifying Black-Scholes type formulae which involve Brownian last passage times up to a finite horizon (Q1020596)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Unifying Black-Scholes type formulae which involve Brownian last passage times up to a finite horizon |
scientific article; zbMATH DE number 5559884
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unifying Black-Scholes type formulae which involve Brownian last passage times up to a finite horizon |
scientific article; zbMATH DE number 5559884 |
Statements
Unifying Black-Scholes type formulae which involve Brownian last passage times up to a finite horizon (English)
0 references
29 May 2009
0 references
option pricing
0 references
local times
0 references
first passage times
0 references
last passage times
0 references
0 references
0 references
0 references
