%0 Journal Article %1 Chuang1996 %A Chuang, Chin-Shan %D 1996 %J Statistics & Probability Letters %K Brownian motion %N 1 %P 81--90 %T Joint distribution of Brownian motion and its maximum, with a generalization to correlated BM and applications to barrier options %U http://www.sciencedirect.com/science/article/B6V1D-3VS5GS2-B/1/b76f53042e6dafca2a5aadf2f9952756 %V 28

@article{Chuang1996, added-at = {2008-04-23T22:05:04.000+0200}, author = {Chuang, Chin-Shan}, biburl = {https://www.bibsonomy.org/bibtex/28e138e757d579c3466634ec0abb1e939/smicha}, day = 01, interhash = {bd980c118e5486d30a4f60b897864d31}, intrahash = {8e138e757d579c3466634ec0abb1e939}, journal = {Statistics \& Probability Letters}, keywords = {Brownian motion}, month = Jun, number = 1, pages = {81--90}, timestamp = {2008-04-23T22:10:42.000+0200}, title = {Joint distribution of Brownian motion and its maximum, with a generalization to correlated BM and applications to barrier options}, url = {http://www.sciencedirect.com/science/article/B6V1D-3VS5GS2-B/1/b76f53042e6dafca2a5aadf2f9952756}, volume = 28, year = 1996 }