On Dufresne's Perpetuity, Translated and Reflected (Q3576788)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Dufresne's Perpetuity, Translated and Reflected |
scientific article |
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On Dufresne's Perpetuity, Translated and Reflected (English)
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2 August 2010
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geometric Brownian motion
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Brownian motion with drift
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Bessel process
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Lamperti's transformation
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local time
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hitting times
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occupation times
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