Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups (Q2270885): Difference between revisions
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Revision as of 06:31, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups |
scientific article |
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Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups (English)
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29 July 2009
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diffusion process
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drawdowns and drawups
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stopping time
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