Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach (Q889625)
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: Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach |
scientific article; zbMATH DE number 6505832
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach |
scientific article; zbMATH DE number 6505832 |
Statements
Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach (English)
0 references
9 November 2015
0 references
first passage times
0 references
barrier options
0 references
diffusions
0 references
subordination
0 references
eigenfunction expansions
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
