Distribution of the integral of maximum processes and applications (Q1633562): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 04:08, 5 March 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)
0 references
20 December 2018
0 references
maximum processes
0 references
tail probabilities
0 references
Malliavin calculus
0 references
interest rate models
0 references
