1998
DOI: 10.1007/978-3-322-95066-6
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Wahl ’98

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Cited by 4 publications
(6 citation statements)
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“…The joint distribution P (m) in ( 9) can be found in closed form via infinite series for the case of two dependent extrema (that is two barriers in the same time region) using the results from Andersen (1998) for double barrier on a single asset and He, Keirstead and Rebholz (1998) for two barriers imposed on different assets. Then, in principle, the unbiased option price estimator can be calculated using (8).…”
Section: Fréchet Bounds For Distribution Of Brownian Bridge Extremamentioning
confidence: 99%
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“…The joint distribution P (m) in ( 9) can be found in closed form via infinite series for the case of two dependent extrema (that is two barriers in the same time region) using the results from Andersen (1998) for double barrier on a single asset and He, Keirstead and Rebholz (1998) for two barriers imposed on different assets. Then, in principle, the unbiased option price estimator can be calculated using (8).…”
Section: Fréchet Bounds For Distribution Of Brownian Bridge Extremamentioning
confidence: 99%
“…Actually, the exact joint distribution P (m) is known. It is represented by infinite series (usually the series are rapidly convergent) and can be used to calculate the unbiased option price estimator, see Andersen (1998). Being mainly interested in the convergence of the biased estimators we do not pursue this calculation.…”
Section: Double Knock-out Call On a Single Assetmentioning
confidence: 99%
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“…Først og fremmest er det vanskeligt at fastholde formelle retningslinjer for indsamling, og der er i praksis stor variation i fremgangsmåden, alt efter om opsamlingerne foregår på eller uden for bopladser. 9 Der arbejdes på den måde grundlaeggende med to registreringsenheder: Bopladser og løsfund, hver med sin egen indsamlingsstrategi. Varierer karakteren af lokaliteterne, vil indsamlingsmåden meget ofte variere tilsvarende.…”
Section: Rekognosceringsmetodeunclassified