• Title of article

    Joint distribution of Brownian motion and its maximum, with a generalization to correlated BM and applications to barrier options

  • Author/Authors

    Chin-Shan Chuang، نويسنده ,

  • Issue Information
    فصلنامه با شماره پیاپی سال 1996
  • Pages
    10
  • From page
    81
  • To page
    90
  • Keywords
    Brownian motion , Correlated Brownian motion in the plane , Maximum process , Contingentclaims , barrier options , Markov property
  • Journal title
    Statistics and Probability Letters
  • Serial Year
    1996
  • Journal title
    Statistics and Probability Letters
  • Record number

    138380

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=138380