Binomial approximation of Brownian motion and its maximum (Q1771464)
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scientific article; zbMATH DE number 2160022
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Binomial approximation of Brownian motion and its maximum |
scientific article; zbMATH DE number 2160022 |
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Binomial approximation of Brownian motion and its maximum (English)
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21 April 2005
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Brownian motion
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Binomial random walk
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Maximum and barrier options
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