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  2. EXPONENTIAL BROWNIAN MOTION AND DIVIDED DIFFERENCES B. J. C. ...

    www.damtp.cam.ac.uk/user/na/NA_papers/NA2004_06.pdf
    14 Jul 2004: Mathematics, vol. 113, Springer, 1991.8. W. Margrabe, The Value of an Option to Exchange One Asset for Another, Journal of Finance. ... Appl. Prob. 24 (1992),. 509–531. School of Economics, Mathematics and Statistics, Birkbeck College, University of.

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