Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups (Q2270885): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Set OpenAlex properties.
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.spa.2009.01.002 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2104089070 / rank
 
Normal rank

Revision as of 01:24, 20 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

    Statements

    Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups (English)
    0 references
    0 references
    0 references
    0 references
    29 July 2009
    0 references
    diffusion process
    0 references
    drawdowns and drawups
    0 references
    stopping time
    0 references

    Identifiers