Expected median of a shifted Brownian motion: Theory and calculations (Q6054402): Difference between revisions

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+Some formulae for a new type of path-dependent option
+Normal rank
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+Q3150773
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+Normal rank
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+The distribution of the quantile of a Brownian motion with drift and the pricing of related path-dependent options
+Normal rank
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+A proof of Dassios' representation of the \(\alpha\)-quantile of Brownian motion with drift
+Normal rank
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+The distribution of continuous time rank processes
+Normal rank
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+Q4002114
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+Normal rank
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+Distributions of occupation times of Brownian motion with drift
+Normal rank
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+The distribution of Brownian quantiles
@@ Property / cites work: The distribution of Brownian quantiles / rank @@
+Normal rank