FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2007404966> ?p ?o ?g. }

• W2007404966 endingPage "18" @default.
• W2007404966 startingPage "1" @default.
• W2007404966 abstract "We give some explicit formulae for the prices of two path-dependent options which combine Brownian averages and penalizations. Because these options are based on both the maximum and local time of Brownian motion, obtaining their prices necessitates some involved study of homogeneous Brownian functionals, which may be of interest in their own right." @default.
• W2007404966 created "2016-06-24" @default.
• W2007404966 creator A5037444726 @default.
• W2007404966 creator A5084940747 @default.
• W2007404966 creator A5089078933 @default.
• W2007404966 date "2004-03-01" @default.
• W2007404966 modified "2023-09-26" @default.
• W2007404966 title "Pricing path-dependent options in a Black-Scholes market from the distribution of homogeneous Brownian functionals" @default.
• W2007404966 cites W1515049599 @default.
• W2007404966 cites W1545370368 @default.
• W2007404966 cites W1717073740 @default.
• W2007404966 cites W1973678642 @default.
• W2007404966 cites W1979934023 @default.
• W2007404966 cites W1983256714 @default.
• W2007404966 cites W2147432847 @default.
• W2007404966 cites W2161840390 @default.
• W2007404966 cites W78064004 @default.
• W2007404966 doi "https://doi.org/10.1239/jap/1077134664" @default.
• W2007404966 hasPublicationYear "2004" @default.
• W2007404966 type Work @default.
• W2007404966 sameAs 2007404966 @default.
• W2007404966 citedByCount "4" @default.
• W2007404966 crossrefType "journal-article" @default.
• W2007404966 hasAuthorship W2007404966A5037444726 @default.
• W2007404966 hasAuthorship W2007404966A5084940747 @default.
• W2007404966 hasAuthorship W2007404966A5089078933 @default.
• W2007404966 hasConcept C101615488 @default.
• W2007404966 hasConcept C105795698 @default.
• W2007404966 hasConcept C108819105 @default.
• W2007404966 hasConcept C110121322 @default.
• W2007404966 hasConcept C112401455 @default.
• W2007404966 hasConcept C114614502 @default.
• W2007404966 hasConcept C116779161 @default.
• W2007404966 hasConcept C121332964 @default.
• W2007404966 hasConcept C121864883 @default.
• W2007404966 hasConcept C134306372 @default.
• W2007404966 hasConcept C136264566 @default.
• W2007404966 hasConcept C144237770 @default.
• W2007404966 hasConcept C149782125 @default.
• W2007404966 hasConcept C162324750 @default.
• W2007404966 hasConcept C163128081 @default.
• W2007404966 hasConcept C194483076 @default.
• W2007404966 hasConcept C199360897 @default.
• W2007404966 hasConcept C2777735758 @default.
• W2007404966 hasConcept C2780378061 @default.
• W2007404966 hasConcept C28826006 @default.
• W2007404966 hasConcept C3020054081 @default.
• W2007404966 hasConcept C33923547 @default.
• W2007404966 hasConcept C41008148 @default.
• W2007404966 hasConcept C53920899 @default.
• W2007404966 hasConcept C66882249 @default.
• W2007404966 hasConcept C68710425 @default.
• W2007404966 hasConcept C91602232 @default.
• W2007404966 hasConceptScore W2007404966C101615488 @default.
• W2007404966 hasConceptScore W2007404966C105795698 @default.
• W2007404966 hasConceptScore W2007404966C108819105 @default.
• W2007404966 hasConceptScore W2007404966C110121322 @default.
• W2007404966 hasConceptScore W2007404966C112401455 @default.
• W2007404966 hasConceptScore W2007404966C114614502 @default.
• W2007404966 hasConceptScore W2007404966C116779161 @default.
• W2007404966 hasConceptScore W2007404966C121332964 @default.
• W2007404966 hasConceptScore W2007404966C121864883 @default.
• W2007404966 hasConceptScore W2007404966C134306372 @default.
• W2007404966 hasConceptScore W2007404966C136264566 @default.
• W2007404966 hasConceptScore W2007404966C144237770 @default.
• W2007404966 hasConceptScore W2007404966C149782125 @default.
• W2007404966 hasConceptScore W2007404966C162324750 @default.
• W2007404966 hasConceptScore W2007404966C163128081 @default.
• W2007404966 hasConceptScore W2007404966C194483076 @default.
• W2007404966 hasConceptScore W2007404966C199360897 @default.
• W2007404966 hasConceptScore W2007404966C2777735758 @default.
• W2007404966 hasConceptScore W2007404966C2780378061 @default.
• W2007404966 hasConceptScore W2007404966C28826006 @default.
• W2007404966 hasConceptScore W2007404966C3020054081 @default.
• W2007404966 hasConceptScore W2007404966C33923547 @default.
• W2007404966 hasConceptScore W2007404966C41008148 @default.
• W2007404966 hasConceptScore W2007404966C53920899 @default.
• W2007404966 hasConceptScore W2007404966C66882249 @default.
• W2007404966 hasConceptScore W2007404966C68710425 @default.
• W2007404966 hasConceptScore W2007404966C91602232 @default.
• W2007404966 hasIssue "1" @default.
• W2007404966 hasLocation W20074049661 @default.
• W2007404966 hasLocation W20074049662 @default.
• W2007404966 hasLocation W20074049663 @default.
• W2007404966 hasOpenAccess W2007404966 @default.
• W2007404966 hasPrimaryLocation W20074049661 @default.
• W2007404966 hasRelatedWork W1887797723 @default.
• W2007404966 hasRelatedWork W1982823440 @default.
• W2007404966 hasRelatedWork W1991733042 @default.
• W2007404966 hasRelatedWork W2007404966 @default.
• W2007404966 hasRelatedWork W2388068124 @default.
• W2007404966 hasRelatedWork W2516567326 @default.
• W2007404966 hasRelatedWork W2906677951 @default.
• W2007404966 hasRelatedWork W2963603830 @default.
• W2007404966 hasRelatedWork W2988531679 @default.
• W2007404966 hasRelatedWork W4252018167 @default.
• W2007404966 hasVolume "41" @default.
• W2007404966 isParatext "false" @default.

• next