Arbitrage Problems with Reflected Geometric Brownian motion

Buckner, D; Dowd, K; Hulley, H

Arbitrage Problems with Reflected Geometric Brownian motion

Buckner, D Dowd, K Hulley, H

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Publisher:: Springer
Publication Type:: Journal Article
Citation:: Finance and Stochastics, 2024, 28, (1), pp. 1-26
Issue Date:: 2024

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Field	Value	Language
dc.contributor.author	Buckner, D
dc.contributor.author	Dowd, K
dc.contributor.author	Hulley, H https://orcid.org/0000-0002-6684-8309
dc.date.accessioned	2024-01-05T03:20:12Z
dc.date.available	2024-01-05T03:20:12Z
dc.date.issued	2024
dc.identifier.citation	Finance and Stochastics, 2024, 28, (1), pp. 1-26
dc.identifier.issn	0949-2984
dc.identifier.issn	1556-5068
dc.identifier.uri	http://hdl.handle.net/10453/174028
dc.language	en
dc.publisher	Springer
dc.relation.ispartof	Finance and Stochastics
dc.relation.isbasedon	10.2139/ssrn.4008718
dc.rights	info:eu-repo/semantics/openAccess
dc.subject	0102 Applied Mathematics, 0104 Statistics, 1502 Banking, Finance and Investment
dc.subject.classification	Finance
dc.subject.classification	3502 Banking, finance and investment
dc.subject.classification	4901 Applied mathematics
dc.title	Arbitrage Problems with Reflected Geometric Brownian motion
dc.type	Journal Article
utslib.citation.volume	28
utslib.for	0102 Applied Mathematics
utslib.for	0104 Statistics
utslib.for	1502 Banking, Finance and Investment
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Business
pubs.organisational-group	/University of Technology Sydney/Faculty of Business/Finance Discipline
pubs.organisational-group	/University of Technology Sydney/Strength - QFRC - Quantitative Finance Research Centre
utslib.copyright.status	open_access	*
pubs.consider-herdc	true
dc.date.updated	2024-01-05T03:20:11Z
pubs.issue	1
pubs.publication-status	Published
pubs.volume	28
utslib.citation.issue	1

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http://hdl.handle.net/10453/174028