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Diffusion Approximation in Past Dependent Models and Applications to Option Pricing
Paolo Kind, Robert Sh. Liptser and Wolfgang J. RunggaldierVolume:
1
Language:
english
Journal:
The Annals of Applied Probability
DOI:
10.2307/2959743
Date:
August, 1991
File:
PDF, 2.21 MB
english, 1991