Distribution of the integral of maximum processes and applications (Q1633562)
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scientific article; zbMATH DE number 6996181
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Distribution of the integral of maximum processes and applications |
scientific article; zbMATH DE number 6996181 |
Statements
Distribution of the integral of maximum processes and applications (English)
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20 December 2018
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maximum processes
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tail probabilities
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Malliavin calculus
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interest rate models
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0.7800673842430115
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0.7503453493118286
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0.7476248145103455
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0.7442705035209656
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