Equidistant sampling for the maximum of a Brownian motion with drift on a finite horizon (Q1038947)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equidistant sampling for the maximum of a Brownian motion with drift on a finite horizon |
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Equidistant sampling for the maximum of a Brownian motion with drift on a finite horizon (English)
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20 November 2009
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Gaussian random walk
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maximum
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Riemann zeta function
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Euler-MacLaurin summation
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equidistant sampling of Brownian motion
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finite horizon
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