Processes that can be embedded in a geometric Brownian motion (Q2811893)
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scientific article; zbMATH DE number 6590090
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Processes that can be embedded in a geometric Brownian motion |
scientific article; zbMATH DE number 6590090 |
Statements
8 June 2016
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geometric Brownian motion
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Skorokhod embedding
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minimal stopping time
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Monroe's theorem
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Processes that can be embedded in a geometric Brownian motion (English)
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0.7385268807411194
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0.7385268807411194
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0.738513171672821
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0.7244114875793457
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