An integral equation for Root's barrier and the generation of Brownian increments (Q2354891)
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scientific article; zbMATH DE number 6464844
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | An integral equation for Root's barrier and the generation of Brownian increments |
scientific article; zbMATH DE number 6464844 |
Statements
An integral equation for Root's barrier and the generation of Brownian increments (English)
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27 July 2015
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Skorokhod embedding problem
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Root's barrier
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integral equation
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free boundaries
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Brownian motion
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simulation
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0.86719155
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0.8613726
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0.8533991
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0.8522876
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0.8516552
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