Binomial approximation of Brownian motion and its maximum
type: Item
instance of: scholarly article
title: Binomial approximation of Brownian motion and its maximum
zbMATH Open document ID: 1064.60090
author: Raffaella Carbone
published in: Statistics \& Probability Letters
publication date: 2005-04-21T00:00:00Z
Mathematics Subject Classification ID: 60G50
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 2160022
zbMATH Keywords: Brownian motion
zbMATH Keywords: Binomial random walk
zbMATH Keywords: Maximum and barrier options
MaRDI profile type: Publication
full work available at URL: j.spl.2004.06.020
OpenAlex ID: W2012668961
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DOI: 10.1016/J.SPL.2004.06.020
description: scientific article; zbMATH DE number 2160022