Pages that link to "Item:Q1909401"
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The following pages link to A proof of Dassios' representation of the \(\alpha\)-quantile of Brownian motion with drift (Q1909401):
Displaying 12 items.
- On the quantiles of Brownian motion and their hitting times (Q1767480) (← links)
- Distribution tails of sample quantiles and subexponentiality (Q1805774) (← links)
- Corridor options and arc-sine law. (Q1884834) (← links)
- Sample quantiles of heavy tailed stochastic processes (Q1904544) (← links)
- Universal order statistics for random walks \& Lévy flights (Q2107263) (← links)
- Sample quantiles of stochastic processes with stationary and independent ents (Q2564703) (← links)
- Extreme order statistics of random walks (Q2686605) (← links)
- Pricing and Hedging of Quantile Options in a Flexible Jump Diffusion Model (Q3094682) (← links)
- Distribution of occupation times for constant elasticity of variance diffusion and the pricing of<b>α</b>-quantile options (Q3439870) (← links)
- Gap statistics close to the quantile of a random walk (Q5055662) (← links)
- Expected median of a shifted Brownian motion: Theory and calculations (Q6054402) (← links)
- A Conversation With Paul Embrechts (Q6064127) (← links)
