scientific article; zbMATH DE number 3649782

MaRDI QIDQ3207855zbMATH OpenFDO

Authors Endre Csáki

Publication date 1980

zbMATH Keywords

Brownian bridgetheta functionsWiener process

Mathematics Subject Classification ID

Brownian motion (60J65)

Cited in

(3)

• Windings of Brownian motion and random walks in the plane
• PRICING AND HEDGING DOUBLE‐BARRIER OPTIONS: A PROBABILISTIC APPROACH
• An excursion approach to maxima of the Brownian bridge

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