Distribution of the integral of maximum processes and applications (Q1633562): Difference between revisions
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| Property / DOI: 10.1016/j.jmaa.2018.10.076 / rank | |||
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| Property / DOI: 10.1016/J.JMAA.2018.10.076 / rank | |||
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Latest revision as of 00:09, 11 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distribution of the integral of maximum processes and applications |
scientific article |
Statements
Distribution of the integral of maximum processes and applications (English)
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20 December 2018
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maximum processes
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tail probabilities
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Malliavin calculus
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interest rate models
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