The correlation of the maxima of correlated Brownian motions (Q5754697)
From MaRDI portal
scientific article; zbMATH DE number 5181965
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The correlation of the maxima of correlated Brownian motions |
scientific article; zbMATH DE number 5181965 |
Statements
The correlation of the maxima of correlated Brownian motions (English)
0 references
23 August 2007
0 references
Brownian motion
0 references
correlation
0 references
Kantorovich-Lebedev transform
0 references
