✦ LIBER ✦
Joint distribution of Brownian motion and its maximum, with a generalization to correlated BM and applications to barrier options
✍ Scribed by Chin-Shan Chuang
- Publisher
- Elsevier Science
- Year
- 1996
- Tongue
- English
- Weight
- 569 KB
- Volume
- 28
- Category
- Article
- ISSN
- 0167-7152
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