A forward equation for barrier options under the Brunick & Shreve Markovian projection

Παρόμοια τεκμήρια

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• Shreve's chemical process industries/
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• Calibration of local-stochastic and path-dependent volatility models to vanilla and no-touch options
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• Daniels, R., Shreve, G., & Spector, P. (2021). What Universities Owe Democracy. John Hopkins University Press.
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  Έκδοση: (2023-12-01)
• Dendropsophus sarayacuensis (Shreve, 1935) (Amphibia: Anura: Hylidae): filling gap on the geographic distribution
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