Limit behavior of the prices of a barrier option in the Black-Scholes model with random drift and volatility (Q2849251)
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scientific article; zbMATH DE number 6208765
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit behavior of the prices of a barrier option in the Black-Scholes model with random drift and volatility |
scientific article; zbMATH DE number 6208765 |
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17 September 2013
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stochastic integrals
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functional limit theorems
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weak convergence
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semimartingales
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barrier options
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Limit behavior of the prices of a barrier option in the Black-Scholes model with random drift and volatility (English)
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