Mirror and synchronous couplings of geometric Brownian motions (Q2434755)

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Mirror and synchronous couplings of geometric Brownian motions
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    title
    Mirror and synchronous couplings of geometric Brownian motions (English)
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    author
    Aleksandar Mijatović
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    Dejan Širaj
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    S. D. Jacka
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    publication date
    7 February 2014
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    zbMATH DE Number
    6256138
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    zbMATH Keywords
    mirror and synchronous coupling
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    coupling time
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    geometric Brownian motions
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    efficient coupling
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    optimal coupling
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    Bellman's principle
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    OpenAlex ID
    W1979798422
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    arXiv ID
    1304.1999
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