scientific article
From MaRDI portal
Publication:3377477
zbMath1116.91051MaRDI QIDQ3377477
Publication date: 22 March 2006
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Martingales with continuous parameter (60G44) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)
Related Items (10)
Get rich slowly, almost surely ⋮ Covariance of the running range of a Brownian trajectory ⋮ Study of Brownian functionals for a Brownian process model of snow melt dynamics with purely time dependent drift and diffusion ⋮ On certain functionals of the maximum of Brownian motion and their applications ⋮ On the gap and time interval between the first two maxima of long random walks ⋮ A comparison of two no-arbitrage conditions ⋮ Derivative pricing methodology in continuous-time models ⋮ Change of drift in one-dimensional diffusions ⋮ Universal Record Statistics of Random Walks and Lévy Flights ⋮ Distribution of the time at which the deviation of a Brownian motion is maximum before its first-passage time
This page was built for publication:
