A forward equation for barrier options under the Brunick & Shreve Markovian projection. Issue 6 (2nd June 2016)

Record Type:
Journal Article
Title:
A forward equation for barrier options under the Brunick & Shreve Markovian projection. Issue 6 (2nd June 2016)
Main Title:
A forward equation for barrier options under the Brunick & Shreve Markovian projection
Authors:
Hambly, Ben
Mariapragassam, Matthieu
Reisinger, Christoph
Abstract:
Is Part Of:
Quantitative finance. Volume 16:Issue 6(2016)
Journal:
Quantitative finance
Issue:
Volume 16:Issue 6(2016)
Issue Display:
Volume 16, Issue 6 (2016)
Year:
2016
Volume:
16
Issue:
6
Issue Sort Value:
2016-0016-0006-0000
Page Start:
827
Page End:
838
Publication Date:
2016-06-02
Subjects:
Finance -- Periodicals
Business mathematics -- Periodicals
Finance -- Mathematical models -- Periodicals
Investments -- Mathematics -- Periodicals
Economics -- Periodicals
Finances -- Modèles mathématiques -- Périodiques
332.015118
Journal URLs:
http://www.tandfonline.com/toc/rquf20/current ↗
http://www.tandfonline.com/ ↗
DOI:
10.1080/14697688.2015.1099718 ↗
Languages:
English
ISSNs:
1469-7688
Deposit Type:
Legaldeposit
View Content:
Available online (eLD content is only available in our Reading Rooms) ↗
Physical Locations:
British Library DSC - 7168.333200
British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store
Ingest File:
1302.xml