BARRIER OPTIONS PRICING WITH JOINT DISTRIBUTION OF GAUSSIAN PROCESS AND ITS MAXIMUM (Q5367498)
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scientific article; zbMATH DE number 6790988
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BARRIER OPTIONS PRICING WITH JOINT DISTRIBUTION OF GAUSSIAN PROCESS AND ITS MAXIMUM |
scientific article; zbMATH DE number 6790988 |
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BARRIER OPTIONS PRICING WITH JOINT DISTRIBUTION OF GAUSSIAN PROCESS AND ITS MAXIMUM (English)
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13 October 2017
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barrier option
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up-out-call performance option
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up-out-put performance option
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options pricing
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Slepian process
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boundary noncrossing probability
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