The Joint Law of the Extrema, Final Value and Signature of a Stopped Random Walk (Q2798586)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Joint Law of the Extrema, Final Value and Signature of a Stopped Random Walk |
scientific article |
Statements
The Joint Law of the Extrema, Final Value and Signature of a Stopped Random Walk (English)
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13 April 2016
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random walk
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continuous martingales
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extrema
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final value
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stopping time
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robust hedging strategies
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