The value of the high, low and close in the estimation of Brownian motion (Q2040943)
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scientific article; zbMATH DE number 7371763
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| English | The value of the high, low and close in the estimation of Brownian motion |
scientific article; zbMATH DE number 7371763 |
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The value of the high, low and close in the estimation of Brownian motion (English)
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15 July 2021
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Brownian motion
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Bronwnian maximum
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Brownian paths
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0.7437096834182739
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0.7436429262161255
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0.720947265625
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0.7129714488983154
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0.7087736129760742
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