Optimal forecasting of the time of attaining the maximum by Brownian motion
From MaRDI portal
Publication:4469832
DOI10.1070/RM2002v057n01ABEH000487zbMath1042.60053OpenAlexW2082713418MaRDI QIDQ4469832
Publication date: 22 June 2004
Published in: Russian Mathematical Surveys (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1070/rm2002v057n01abeh000487
Related Items (1)
This page was built for publication: Optimal forecasting of the time of attaining the maximum by Brownian motion
