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Sampling Brownian house-moving - MaRDI portal

Sampling Brownian house-moving (Q5047154)

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scientific article; zbMATH DE number 7614451
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English
Sampling Brownian house-moving
scientific article; zbMATH DE number 7614451

    Statements

    title
    Sampling Brownian house-moving (English)
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    author
    Kensuke Ishitani
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    publication date
    9 November 2022
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    zbMATH Keywords
    barrier options
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    Greeks
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    Brownian bridge
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    BES(3)-bridge
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    Brownian house-moving
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    Identifiers

    Mathematics Subject Classification ID
    60J28
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    91G60
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    91G20
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    zbMATH DE Number
    7614451
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    OpenAlex ID
    W4312580938
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