Pages that link to "Item:Q1916232"

The following pages link to Joint distribution of Brownian motion and its maximum, with a generalization to correlated BM and applications to barrier options (Q1916232):

Displaying 3 items.

• On capital allocation for a risk measure derived from ruin theory (Q2138618) (← links)
• Capacity expansion under a service-level constraint for uncertain demand with lead times (Q3621933) (← links)
• From equity to default correlation with taxes (Q5139238) (← links)