Local time, coupling and the passport option
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Publication:1979077
DOI10.1007/s007800050003zbMath0944.60046OpenAlexW1989045387MaRDI QIDQ1979077
David G. Hobson, Vicky Henderson
Publication date: 24 May 2000
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s007800050003
Diffusion processes (60J60) Sample path properties (60G17) Local time and additive functionals (60J55)
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