Stochastic evolution of distributions and functional Bollinger bands

DOI10.1002/ASMB.2665MaRDI QIDQ6580710zbMATH OpenFDO

Authors Guillaume Bernis, Nicolas J.-B. Brunel, Antoine Kornprobst, Simone Scotti

Publication date 29 July 2024

Published in Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/ASMB.2665

zbMATH Keywords

Bollinger bandscredit riskquantile functionsstochastic models

Mathematics Subject Classification ID

Statistics (62-XX)

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