On the one-sided maximum of Brownian and random walk fragments and its applications to new exotic options called “meander option”
Crossref DOI link: https://doi.org/10.1186/s40736-014-0002-0
Published Online: 2014-09-20
Published Print: 2014-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Fujita, Takahiko
Kawanishi, Yasuhiro
Yor, Marc
License valid from 2014-09-20