The Distribution of the Quantile of a Brownian Motion with...

The Annals of Applied Probability 1995 / 05 Vol. 5; Iss. 2

The Distribution of the Quantile of a Brownian Motion with Drift and the Pricing of Related Path-Dependent Options

Angelos Dassios
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Volume:
5
Language:
english
Journal:
The Annals of Applied Probability
DOI:
10.2307/2245304
Date:
May, 1995
File:
PDF, 656 KB
english, 1995
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