Letter to the Editor—Comments on “Brownian Motion in the Stock Market”
From MaRDI portal
Publication:5378881
DOI10.1287/opre.7.6.806zbMath1414.91424MaRDI QIDQ5378881
Publication date: 3 June 2019
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.7.6.806
91G70: Statistical methods; risk measures
60J65: Brownian motion
60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)
Related Items