A month carlo approximation of the distributions of the maximum of various brownjan bridges (Q3473022)
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scientific article; zbMATH DE number 4141044
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| English | A month carlo approximation of the distributions of the maximum of various brownjan bridges |
scientific article; zbMATH DE number 4141044 |
Statements
A month carlo approximation of the distributions of the maximum of various brownjan bridges (English)
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1988
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Brownian bridge
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supremum distributions
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Monte Carlo
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Tables
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0.9262472987174988
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0.8004489541053772
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0.7879870533943176
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0.7660347819328308
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