Fluctuation identities with continuous monitoring and their application to price barrier options (2017)
Attributed to:
Systemic Risk Centre
funded by
ESRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.1712.00077
Publication URI: https://arxiv.org/abs/1712.00077
Type: Preprint