Highs and lows: Some properties of the extremes of a diffusion and applications in finance (Q4801371)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Highs and lows: Some properties of the extremes of a diffusion and applications in finance |
scientific article; zbMATH DE number 1893830
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Highs and lows: Some properties of the extremes of a diffusion and applications in finance |
scientific article; zbMATH DE number 1893830 |
Statements
Highs and lows: Some properties of the extremes of a diffusion and applications in finance (English)
0 references
7 April 2003
0 references
Brownian motion
0 references
geometric Brownian motion
0 references
highs
0 references
lows
0 references
options
0 references
simulation
0 references
