Construction and sample path properties of Brownian house-moving between two curves (Q6671899)
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: Construction and sample path properties of Brownian house-moving between two curves |
scientific article; zbMATH DE number 7975352
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Construction and sample path properties of Brownian house-moving between two curves |
scientific article; zbMATH DE number 7975352 |
Statements
Construction and sample path properties of Brownian house-moving between two curves (English)
0 references
27 January 2025
0 references
barrier options
0 references
greeks
0 references
Brownian meander
0 references
BES(3)-bridge
0 references
Brownian house-moving
0 references
0 references
0 references
