Publication: Analytical Formulas for First-Passage Time Densities: Pricing Lookback and Barrier Options under New Families of Diffusions
All || By Area || By Year| Title | Analytical Formulas for First-Passage Time Densities: Pricing Lookback and Barrier Options under New Families of Diffusions | Authors/Editors* | G. Campolieti |
|---|---|
| Where published* | Finance and Stochastics |
| How published* | Journal |
| Year* | 2007 |
| Volume | -1 |
| Number | -1 |
| Pages | |
| Publisher | |
| Keywords | |
| Link | |
| Abstract |
Back to page 72 of list