On the control of the difference between two Brownian motions: a dynamic copula approach (Q324995)
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scientific article
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| English | On the control of the difference between two Brownian motions: a dynamic copula approach |
scientific article |
Statements
On the control of the difference between two Brownian motions: a dynamic copula approach (English)
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17 October 2016
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Brownian motion
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copula
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Markovian diffusions
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asymmetry
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coupling
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risk
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0.8132422566413879
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0.7617727518081665
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0.7086734771728516
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0.7057352066040039
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0.7048733830451965
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