Author:
Liang Vincent,Borovkov Konstantin
Publisher
Springer Nature Switzerland
Reference15 articles.
1. Andersen, L. and Piterbarg, L.: Interest Rate Modelling, Vol 2: Term Structure Models. Atlantic Financial Press, London (2010).
2. Armstrong, G.: Valuation formulae for window barrier options. Appl. Math. Fin. 8, 197–208 (2001)
3. Billingsley, P.: Convergence of Probability Measures. Wiley, New York (1968)
4. Bingham, N. and Kiesel, R.: Risk-Neutral Valuation, 2nd ed., Springer, London (2004)
5. Borodin, A. and Salminen, P.: Handbook of Brownian Motion: Facts and Formulae, 2nd ed., Birkhaüser (2002)