Work

Discrete extrema of Brownian motion and pricing of exotic options

Year: 2007

Type: article

Source: The Journal of Computational Finance

DOI: 10.21314/jcf.2007.174

Authors: Colin Atkinson, Gianluca Fusai

Institutions: Imperial College London, Università degli Studi del Piemonte Orientale “Amedeo Avogadro”

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2189477828

FWCI: 2.707

Cites: 46

Cited by: 18

Related to: 10