Pages that link to "Item:Q4842816"
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The following pages link to The distribution of Brownian quantiles (Q4842816):
Displayed 12 items.
- Volatility occupation times (Q385768) (← links)
- Sample quantiles of heavy tailed stochastic processes (Q1904544) (← links)
- On a generalization of the arc-sine law (Q2564702) (← links)
- Local limit theorems for Brownian additive functionals and penalisation of Brownian paths, IX (Q3085570) (← links)
- Pricing and Hedging of Quantile Options in a Flexible Jump Diffusion Model (Q3094682) (← links)
- THE FEYNMAN–KAC FORMULA AND PRICING OCCUPATION TIME DERIVATIVES (Q3523521) (← links)
- A note on the α-quantile option (Q4551190) (← links)
- Gap statistics close to the quantile of a random walk (Q5055662) (← links)
- Pricing methods for <i>α</i>-quantile and perpetual early exercise options based on Spitzer identities (Q5139204) (← links)
- An extension of Vervaat's transformation and its consequences (Q5919595) (← links)
- Expected median of a shifted Brownian motion: Theory and calculations (Q6054402) (← links)
- Convergence Rates to the Arcsine Law (Q6112444) (← links)