Local times of ranked continuous semimartingales (Q939396)
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: Local times of ranked continuous semimartingales |
scientific article; zbMATH DE number 5315303
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Local times of ranked continuous semimartingales |
scientific article; zbMATH DE number 5315303 |
Statements
Local times of ranked continuous semimartingales (English)
0 references
22 August 2008
0 references
portfolios
0 references
portfolio generating functions
0 references
continuous semimartingales
0 references
order statistics
0 references
local times
0 references
0.8786847591400146
0 references
0.8702554106712341
0 references
0.723463773727417
0 references
0.7221893072128296
0 references
