Pages that link to "Item:Q956391"
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The following pages link to On the number of deviations of geometric Brownian motion with drift from its extreme points with applications to transaction costs (Q956391):
Displaying 3 items.
- Truncated variation, upward truncated variation and downward truncated variation of Brownian motion with drift–-their mean value and their applications (Q3083386) (← links)
- On Truncated Variation of Brownian Motion with Drift (Q3603770) (← links)
- ON BOUNCING GEOMETRIC BROWNIAN MOTIONS (Q5056633) (← links)