"Fluctuation identities with continuous monitoring and their application to ..."

Carolyn E. Phelan et al. (2018)

> Home

Details and statistics

DOI: 10.1016/J.EJOR.2018.04.016

access: open

type: Journal Article

metadata version: 2020-02-21

- view
  - electronic edition via DOI (open access)
  authority control:
- export record
  dblp key:
  - journals/eor/PhelanMFG18
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/eor/PhelanMFG18
Carolyn E. Phelan, Daniele Marazzina, Gianluca Fusai, Guido Germano:
Fluctuation identities with continuous monitoring and their application to the pricing of barrier options. Eur. J. Oper. Res. 271(1): 210-223 (2018)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.