On fluctuations of a multivariate random walk with some applications to stock options trading and hedging (Q2426067): Difference between revisions
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Revision as of 07:07, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On fluctuations of a multivariate random walk with some applications to stock options trading and hedging |
scientific article |
Statements
On fluctuations of a multivariate random walk with some applications to stock options trading and hedging (English)
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17 April 2008
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fluctuations
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first excess level
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first passage time
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exit index
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random walk
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renewal process
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marked point process
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marked Poisson process
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