The correlation of the maxima of correlated Brownian motions (Q5754697): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1239/jap/1158784954 / rank | |||
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| Property / OpenAlex ID: W1977404606 / rank | |||
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Latest revision as of 13:56, 26 June 2024
scientific article; zbMATH DE number 5181965
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The correlation of the maxima of correlated Brownian motions |
scientific article; zbMATH DE number 5181965 |
Statements
The correlation of the maxima of correlated Brownian motions (English)
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23 August 2007
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Brownian motion
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correlation
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Kantorovich-Lebedev transform
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