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Dilip B. Madan, Bernard Roynette, Marc Yor et al.

Unifying Black–Scholes Type Formulae Which Involve Brownian Last Passage Times up to a Finite Horizon

Published in: Asia Pacific financial markets 15, 2, 1.7.2008, date:6.2008

Title

Unifying Black–Scholes Type Formulae Which Involve Brownian Last Passage Times up to a Finite Horizon

Involved 

Dilip B. Madan (Verfasser)
Bernard Roynette (Verfasser)
Marc Yor (Verfasser)
SpringerLink (Online service) (Sonstige)

Published in

Asia Pacific financial markets 15, 2, 1.7.2008, date:6.2008, Seite 97-115

Published

2008

Language

Englisch

Country

Niederlande

Topic

Wirtschaft

Subject

Finance, general.
Macroeconomics/Monetary Economics//Financial Economics.
International Economics.
Econometrics.
Economic Theory/Quantitative Economics/Mathematical Methods.

Persistent identifier

urn:nbn:de:101:1-2019072720344278932509 (URN)
10.1007/s10690-008-9068-y (DOI)

Record ID

1191607224
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