BARRIER OPTION PRICING BY BRANCHING PROCESSES (Q3655557)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BARRIER OPTION PRICING BY BRANCHING PROCESSES |
scientific article |
Statements
BARRIER OPTION PRICING BY BRANCHING PROCESSES (English)
0 references
8 January 2010
0 references
barrier option
0 references
up-and-out call option
0 references
Bienayme-Galton-Watson branching process in a random environment
0 references
0 references
