Processes That Can Be Embedded in a Geometric Brownian Motion (Q2811893)

From MaRDI portal
Revision as of 08:42, 19 April 2024 by Importer (talk | contribs) (‎Changed an Item)
scientific article
Language Label Description Also known as
English
Processes That Can Be Embedded in a Geometric Brownian Motion
scientific article

    Statements

    Processes That Can Be Embedded in a Geometric Brownian Motion (English)
    0 references
    0 references
    0 references
    8 June 2016
    0 references
    geometric Brownian motion
    0 references
    Skorokhod embedding
    0 references
    minimal stopping time
    0 references
    Monroe's theorem
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references