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Extreme value theory for geometric Brownian motion and pricing of short maturity barrier options

Fuente: arXiv

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Detalles Bibliográficos
Autor principal:	Ng, Ze-An
Formato:	Preprint
Publicado:	2025
Materias:	Probability 60H10
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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