Pages that link to "Item:Q3833411"
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The following pages link to Exponential models, brownian motion, and independence (Q3833411):
Displaying 4 items.
- Unifying Black-Scholes type formulae which involve Brownian last passage times up to a finite horizon (Q1020596) (← links)
- An extension of Seshadri's identities for Brownian motion (Q1871298) (← links)
- Euler scheme for reflected stochastic differential equations (Q1897665) (← links)
- A Hausman test for Brownian motion (Q2461269) (← links)
