๐”– Bobbio Scriptorium
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Skew Brownian Motion and Pricing European Options

โœ Scribed by Corns, T. R. A.; Satchell, S. E.


Book ID
121311223
Publisher
Taylor and Francis Group
Year
2007
Tongue
English
Weight
311 KB
Volume
13
Category
Article
ISSN
1351-847X

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๐Ÿ“œ SIMILAR VOLUMES


On Skew Brownian Motion
โœ J. M. Harrison and L. A. Shepp ๐Ÿ“‚ Article ๐Ÿ“… 1981 ๐Ÿ› Institute of Mathematical Statistics ๐ŸŒ English โš– 468 KB
Option pricing with regulated fractional
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Is a Brownian Motion Skew?
โœ Lejay, Antoine; Mordecki, Ernesto; Torres, Soledad ๐Ÿ“‚ Article ๐Ÿ“… 2013 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 562 KB