Expected median of a shifted Brownian motion: Theory and calculations (Q6054402): Difference between revisions
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scientific article; zbMATH DE number 7743058
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Expected median of a shifted Brownian motion: Theory and calculations |
scientific article; zbMATH DE number 7743058 |
Statements
Expected median of a shifted Brownian motion: Theory and calculations (English)
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28 September 2023
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arc-sine
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Brownian motion with drift
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fallback
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fallback spread
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Libor adjustment spread
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OIS
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occupation time
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percentile
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RFR
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risk-free rates
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sonia
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