On a stopped functional for a bidimensional process
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Publication:2393216
DOI10.1016/j.chaos.2011.07.016zbMath1276.60050MaRDI QIDQ2393216
Publication date: 7 August 2013
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0960077911001536
Ornstein-Uhlenbeck process; mathematical finance; geometric Brownian motion; bidimensional process; method of similarity solutions
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