Mimicking martingales (Q341613)
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scientific article; zbMATH DE number 6653638
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Mimicking martingales |
scientific article; zbMATH DE number 6653638 |
Statements
Mimicking martingales (English)
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16 November 2016
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martingale
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mimicking process
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fake Brownian motion
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minimal expected total variation
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0.7721893191337585
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0.7689582109451294
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0.7671663165092468
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0.7581995725631714
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