The distribution of continuous time rank processes (Q3564003)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The distribution of continuous time rank processes |
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The distribution of continuous time rank processes (English)
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2 June 2010
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Rank statistics
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rank process
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Brownian motion
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Brownian motion with drift
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Brownian bridge
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black Scholes model
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