✦ LIBER ✦
Numerical Evaluation of Dynamic Behavior of Ornstein–Uhlenbeck Processes Modified by Various Boundaries and its Application to Pricing Barrier Options
✍ Scribed by Jun-ya Gotoh; Hui Jin; Ushio Sumita
- Book ID
- 106457382
- Publisher
- Springer US
- Year
- 2009
- Tongue
- English
- Weight
- 699 KB
- Volume
- 13
- Category
- Article
- ISSN
- 1387-5841
No coin nor oath required. For personal study only.