PRICING AND HEDGING DOUBLE‐BARRIER OPTIONS: A PROBABILISTIC APPROACH (Q4226870)
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scientific article; zbMATH DE number 1253672
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRICING AND HEDGING DOUBLE‐BARRIER OPTIONS: A PROBABILISTIC APPROACH |
scientific article; zbMATH DE number 1253672 |
Statements
PRICING AND HEDGING DOUBLE‐BARRIER OPTIONS: A PROBABILISTIC APPROACH (English)
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5 July 1999
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barrier options
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Asian options
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Brownian motion
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Laplace transform
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