Expected median of a shifted Brownian motion: Theory and calculations (Q6054402): Difference between revisions

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-.1111/mafi.12343
@@ Property / DOI: 10.1111/mafi.12343 / rank @@
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@@ Property / cites work @@
+Some formulae for a new type of path-dependent option
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@@ Property / cites work @@
+Q3150773
@@ Property / cites work: Q3150773 / rank @@
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@@ Property / cites work @@
+The distribution of the quantile of a Brownian motion with drift and the pricing of related path-dependent options
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@@ Property / cites work @@
+A proof of Dassios' representation of the \(\alpha\)-quantile of Brownian motion with drift
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@@ Property / cites work @@
+The distribution of continuous time rank processes
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@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
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@@ Property / cites work @@
+Distributions of occupation times of Brownian motion with drift
+Normal rank
@@ Property / cites work @@
+The distribution of Brownian quantiles
@@ Property / cites work: The distribution of Brownian quantiles / rank @@
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@@ Property / DOI @@
+.1111/MAFI.12343
@@ Property / DOI: 10.1111/MAFI.12343 / rank @@
+Normal rank