THE WIENER-HOPF TECHNIQUE AND DISCRETELY MONITORED PATH-DEPENDENT OPTION PRICING
Author:
Publisher
Wiley
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9965.2010.00397.x/fullpdf
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3. Spanning and Derivative-Security Valuation;Bakshi;J. Finan. Econ.,2000
4. An Analytic Approach to Finite Fluctuation Problems in Probability;Baxter;J. Anal. Math.,1961
5. On the Distribution of the Supremum Functional for Processes with Stationary Independent Increments;Baxter;Trans. Amer. Math. Soc.,1957
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