An exponential functional of random walks (Q4435683)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 2005227
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An exponential functional of random walks |
scientific article; zbMATH DE number 2005227 |
Statements
An exponential functional of random walks (English)
0 references
17 November 2003
0 references
exponential functional
0 references
Asian option
0 references
random walk
0 references
strong approximation
0 references
self-similarity
0 references
\(L^p\) limit
0 references
0 references
0 references
0.8152740001678467
0 references
0.8120790123939514
0 references
0.8120790123939514
0 references
0.7947509288787842
0 references
0.7947505712509155
0 references
