On a stopped functional for a bidimensional process (Q2393216)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On a stopped functional for a bidimensional process |
scientific article; zbMATH DE number 6196103
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On a stopped functional for a bidimensional process |
scientific article; zbMATH DE number 6196103 |
Statements
On a stopped functional for a bidimensional process (English)
0 references
7 August 2013
0 references
geometric Brownian motion
0 references
bidimensional process
0 references
Ornstein-Uhlenbeck process
0 references
method of similarity solutions
0 references
mathematical finance
0 references
0.7867621183395386
0 references
0.7742986083030701
0 references
0.7688918709754944
0 references
0.7563502788543701
0 references
0.7524057030677795
0 references
