Title of article

Binomial approximation of Brownian motion and its maximum

Author/Authors

Raffaella Carbone، نويسنده ,

Issue Information

فصلنامه با شماره پیاپی سال 2004

Pages

15

From page

271

To page

285

Keywords

Brownian motion , Binomial random walk , Maximum and barrier options

Journal title

Statistics and Probability Letters

Serial Year

2004

Journal title

Statistics and Probability Letters

Record number

140367