Processes That Can Be Embedded in a Geometric Brownian Motion (Q2811893): Difference between revisions
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Latest revision as of 10:01, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Processes That Can Be Embedded in a Geometric Brownian Motion |
scientific article |
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Processes That Can Be Embedded in a Geometric Brownian Motion (English)
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8 June 2016
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geometric Brownian motion
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Skorokhod embedding
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minimal stopping time
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Monroe's theorem
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