Ng, Z. (2025). Extreme value theory for geometric Brownian motion and pricing of short maturity barrier options.
Cita Chicago Style (17a ed.)Ng, Ze-An. Extreme Value Theory for Geometric Brownian Motion and Pricing of Short Maturity Barrier Options. 2025.
Cita MLA (9a ed.)Ng, Ze-An. Extreme Value Theory for Geometric Brownian Motion and Pricing of Short Maturity Barrier Options. 2025.
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