Ng, Z. (2025). Extreme value theory for geometric Brownian motion and pricing of short maturity barrier options.
Chicago Style (17th ed.) CitationNg, Ze-An. Extreme Value Theory for Geometric Brownian Motion and Pricing of Short Maturity Barrier Options. 2025.
MLA (9th ed.) CitationNg, Ze-An. Extreme Value Theory for Geometric Brownian Motion and Pricing of Short Maturity Barrier Options. 2025.
Warning: These citations may not always be 100% accurate.