Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups (Q2270885): Difference between revisions
From MaRDI portal
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
29 July 2009
0 references
diffusion process
0 references
drawdowns and drawups
0 references
stopping time
0 references