On peacocks and lyrebirds: Australian options, Brownian bridges, and the average of submartingales (Q4642731)
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scientific article; zbMATH DE number 6873734
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On peacocks and lyrebirds: Australian options, Brownian bridges, and the average of submartingales |
scientific article; zbMATH DE number 6873734 |
Statements
On peacocks and lyrebirds: Australian options, Brownian bridges, and the average of submartingales (English)
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25 May 2018
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Asian options
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Brownian bridges
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convex order
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random fields
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stochastic processes
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