Brownian excursions and Parisian barrier options : a note


Schröder, Michael


Document Type: Article
Year of publication: 2003
The title of a journal, publication series: Journal of Applied Probability
Volume: 40
Issue number: 4
Page range: 855-864
Place of publication: Sheffield
Publishing house: Applied Probability Trust
ISSN: 0021-9002
Publication language: English
Institution: School of Business Informatics and Mathematics > Versicherungsmathematik (Bartels)
Subject: 510 Mathematics

Dieser Eintrag ist Teil der Universitätsbibliographie.




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Schröder, Michael (2003) Brownian excursions and Parisian barrier options : a note. Journal of Applied Probability Sheffield 40 4 855-864 [Article]


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