Pages that link to "Item:Q4801371"

The following pages link to Highs and lows: Some properties of the extremes of a diffusion and applications in finance (Q4801371):

Displaying 2 items.

• The value of the high, low and close in the estimation of Brownian motion (Q2040943) (← links)
• Simulation of extremes of diffusions (Q3086525) (← links)