Asymptotic Properties of Extrema of Compound Cox Processes and Their Applications to Some Problems of Financial Mathematics (Q2752973)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Properties of Extrema of Compound Cox Processes and Their Applications to Some Problems of Financial Mathematics |
scientific article |
Statements
Asymptotic Properties of Extrema of Compound Cox Processes and Their Applications to Some Problems of Financial Mathematics (English)
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22 October 2001
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sum
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maximum
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Wiener process
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convergence
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independent summands
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