Generalizing the reflection principle of Brownian motion,...

  • Main
  • 2019 / 6
  • Generalizing the reflection principle of Brownian motion,...

Generalizing the reflection principle of Brownian motion, and closed-form pricing of barrier options and autocallable investments

Lee, Hangsuck, Ahn, Soohan, Ko, Bangwon
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Language:
english
Journal:
The North American Journal of Economics and Finance
DOI:
10.1016/j.najef.2019.101014
Date:
June, 2019
File:
PDF, 499 KB
english, 2019
Conversion to is in progress
Conversion to is failed