The distribution of continuous time rank processes (Q3564003)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The distribution of continuous time rank processes |
scientific article; zbMATH DE number 5715340
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The distribution of continuous time rank processes |
scientific article; zbMATH DE number 5715340 |
Statements
The distribution of continuous time rank processes (English)
0 references
2 June 2010
0 references
Rank statistics
0 references
rank process
0 references
Brownian motion
0 references
Brownian motion with drift
0 references
Brownian bridge
0 references
black Scholes model
0 references
0.7376978397369385
0 references
0.7317976355552673
0 references
0.7280688881874084
0 references
0.7167563438415527
0 references
0.7029932737350464
0 references
