The following pages link to (Q3377477):
Displaying 10 items.
- Derivative pricing methodology in continuous-time models (Q714546) (← links)
- On certain functionals of the maximum of Brownian motion and their applications (Q906922) (← links)
- Change of drift in one-dimensional diffusions (Q2022766) (← links)
- A comparison of two no-arbitrage conditions (Q2259241) (← links)
- Universal Record Statistics of Random Walks and Lévy Flights (Q3107653) (← links)
- On the gap and time interval between the first two maxima of long random walks (Q3302044) (← links)
- Covariance of the running range of a Brownian trajectory (Q5058343) (← links)
- Distribution of the time at which the deviation of a Brownian motion is maximum before its first-passage time (Q5239327) (← links)
- Get rich slowly, almost surely (Q5277941) (← links)
- Study of Brownian functionals for a Brownian process model of snow melt dynamics with purely time dependent drift and diffusion (Q6108558) (← links)
