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

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Processes That Can Be Embedded in a Geometric Brownian Motion
scientific article

    Statements

    title
    Processes That Can Be Embedded in a Geometric Brownian Motion (English)
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    author
    Alexander A. Gushchin
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    Mikhail A. Urusov
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    publication date
    8 June 2016
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    zbMATH Keywords
    geometric Brownian motion
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    Skorokhod embedding
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    minimal stopping time
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    Monroe's theorem
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    cites work
    Q3526638
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    Q4002114
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    Q5294260
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    Q4524744
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    Q4226355
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    Q4223074
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    Q5524051
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    Identifiers

    Mathematics Subject Classification ID
    60J65
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    60G40
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    60G48
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    zbMATH DE Number
    6590090
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    arXiv ID
    1310.1172
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    OpenAlex ID
    W2963067341
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