A Diffusion Limit for Generalized Correlated Random Walks (Q5488989): Difference between revisions

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-.1239/jap/1143936243
@@ Property / DOI: 10.1239/jap/1143936243 / rank @@
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+Q5560061
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+The general correlated random walk
@@ Property / cites work: The general correlated random walk / rank @@
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+Q3811988
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+Q3721531
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+Limit distributions of directionally reinforced random walks
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+Limit theorem on option replication cost with transaction costs
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+Directionally reinforced random walks
@@ Property / cites work: Directionally reinforced random walks / rank @@
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+ARCH models as diffusion approximations
@@ Property / cites work: ARCH models as diffusion approximations / rank @@
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+The correlated random walk
@@ Property / cites work: The correlated random walk / rank @@
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+Persistent random walks in a one-dimensional random environment
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@@ Property / DOI @@
+.1239/JAP/1143936243
@@ Property / DOI: 10.1239/JAP/1143936243 / rank @@
+Normal rank