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

被引：12
作者：
Hambly, Ben
Mariapragassam, Matthieu [1 ]
Reisinger, Christoph
机构：
[1] Univ Oxford, Math Inst, Oxford OX2 6ED, England
来源：
QUANTITATIVE FINANCE | 2016年 / 16卷 / 06期
关键词：
MIMICKING;
D O I：
10.1080/14697688.2015.1099718
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
[No abstract available]
引用
收藏
页码：827 / 838
页数：12
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