The value of the high, low and close in the estimation of Brownian motion (Q2040943): Difference between revisions

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+Discretization error in simulation of one-dimensional reflecting Brownian motion
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+Constructions of a Brownian path with a given minimum
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+On the trivariate joint distribution of Brownian motion and its maximum and minimum
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+A construction of the Brownian path from \(\mathbf{BES}^ 3\) pieces
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+On the Chapman-Kolmogorov Equation
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+Highs and lows: Some properties of the extremes of a diffusion and applications in finance
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+Estimating variance from high, low and closing prices
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