Ergodic Property of the Brownian Motion Process

DOI10.1073/PNAS.40.12.1155zbMATH Open0056.36206OpenAlexW2092238234WikidataQ83070729 ScholiaQ83070729MaRDI QIDQ5829367FDOQ5829367

Cyrus Derman

Publication date: 1954

Published in: Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1073/pnas.40.12.1155

zbMATH Keywords

Probability theory

Cited In (5)

• PRICING DIGITAL OUTPERFORMANCE OPTIONS WITH UNCERTAIN CORRELATION
• TARGET VOLATILITY OPTION PRICING
• A LIMIT THEOREM FOR OCCUPATION MEASURES OF LÉVY PROCESSES IN COMPACT GROUPS
• Ergodic properties of Brownian Motion
• On the life and work of Cyrus Derman

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