The correlation of the maxima of correlated Brownian motions (Q5754697): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1239/jap/1158784954
+Normal rank
@@ Property / OpenAlex ID @@
+W1977404606
@@ Property / OpenAlex ID: W1977404606 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3150773
@@ Property / cites work: Q3150773 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3215519
@@ Property / cites work: Q3215519 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5676965
@@ Property / cites work: Q5676965 / rank @@
+Normal rank
@@ Property / cites work @@
+A Guided Tour through Excursions
@@ Property / cites work: A Guided Tour through Excursions / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating correlation from high, low, opening and closing prices
+Normal rank
@@ Property / cites work @@
+Brownian motion in a wedge with oblique reflection
+Normal rank
@@ Property / cites work @@
+Q4856171
@@ Property / cites work: Q4856171 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5754697