Arbitrage problems with reflected geometric Brownian motion
Crossref DOI link: https://doi.org/10.1007/s00780-023-00525-x
Published Online: 2023-12-20
Published Print: 2024-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Buckner, Dean
Dowd, Kevin
Hulley, Hardy
Text and Data Mining valid from 2023-12-20
Version of Record valid from 2023-12-20
Article History
Received: 14 January 2022
Accepted: 23 August 2023
First Online: 20 December 2023
Declarations
:
: The authors declare no competing interests.