Integral Option
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://epubs.siam.org/doi/pdf/10.1137/1139007
Reference18 articles.
1. The Pricing of Options and Corporate Liabilities
2. Brownian Motion and Stochastic Calculus
3. The Russian Option: Reduced Regret
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