Mirror and synchronous couplings of geometric Brownian motions (Q2434755): Difference between revisions
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| Property / OpenAlex ID: W1979798422 / rank | |||
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| Property / arXiv ID: 1304.1999 / rank | |||
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| Property / cites work: Q4943608 / rank | |||
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Latest revision as of 07:50, 7 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mirror and synchronous couplings of geometric Brownian motions |
scientific article |
Statements
Mirror and synchronous couplings of geometric Brownian motions (English)
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7 February 2014
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mirror and synchronous coupling
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coupling time
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geometric Brownian motions
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efficient coupling
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optimal coupling
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Bellman's principle
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