Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups (Q2270885)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups |
scientific article |
Statements
Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups (English)
0 references
29 July 2009
0 references
diffusion process
0 references
drawdowns and drawups
0 references
stopping time
0 references
0 references
