The correlation of the maxima of correlated Brownian motions (Q5754697)
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scientific article; zbMATH DE number 5181965
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The correlation of the maxima of correlated Brownian motions |
scientific article; zbMATH DE number 5181965 |
Statements
The correlation of the maxima of correlated Brownian motions (English)
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23 August 2007
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Brownian motion
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correlation
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Kantorovich-Lebedev transform
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