Pages that link to "Item:Q5754697"
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The following pages link to The correlation of the maxima of correlated Brownian motions (Q5754697):
Displayed 6 items.
- Convex hulls of random walks and their scaling limits (Q491191) (← links)
- Exact asymptotics of component-wise extrema of two-dimensional Brownian motion (Q2027089) (← links)
- On correlated defaults and incomplete information (Q2031381) (← links)
- Estimating correlation from high, low, opening and closing prices (Q2426612) (← links)
- Correlation estimation using components of Japanese candlesticks (Q4554230) (← links)
- Finite-time ruin probability for correlated Brownian motions (Q5861813) (← links)