On a stopped functional for a bidimensional process (Q2393216): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
ReferenceBot (talk | contribs) Changed an Item |
||
(2 intermediate revisions by 2 users not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2046500584 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: The First Passage Problem for a Continuous Markov Process / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3041596 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4365839 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A stopped Brownian motion formula / rank | |||
Normal rank |
Latest revision as of 18:18, 6 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On a stopped functional for a bidimensional process |
scientific article |
Statements
On a stopped functional for a bidimensional process (English)
0 references
7 August 2013
0 references
geometric Brownian motion
0 references
bidimensional process
0 references
Ornstein-Uhlenbeck process
0 references
method of similarity solutions
0 references
mathematical finance
0 references