Pages that link to "Item:Q1640943"

The following pages link to New and refined bounds for expected maxima of fractional Brownian motion (Q1640943):

Displaying 7 items.

• Derivatives of sup-functionals of fractional Brownian motion evaluated at \(H=\frac{1}{2}\) (Q2082686) (← links)
• Derivative of the expected supremum of fractional Brownian motion at \(H=1\) (Q2095027) (← links)
• Bounds for expected supremum of fractional Brownian motion with drift (Q4997196) (← links)
• Bounds for the expected supremum of some non-stationary Gaussian processes (Q5056588) (← links)
• Subdiffusive fractional Black–Scholes model for pricing currency options under transaction costs (Q5193257) (← links)
• On the speed of convergence of Piterbarg constants (Q6067389) (← links)
• Lower bound for the expected supremum of fractional brownian motion using coupling (Q6148873) (← links)