Pages that link to "Item:Q2564703"
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The following pages link to Sample quantiles of stochastic processes with stationary and independent ents (Q2564703):
Displaying 14 items.
- Fluctuations of the empirical quantiles of independent Brownian motions (Q550149) (← links)
- Statistical options: crash resistant financial contracts based on robust estimation (Q871038) (← links)
- On the quantiles of Brownian motion and their hitting times (Q1767480) (← links)
- Distribution tails of sample quantiles and subexponentiality (Q1805774) (← links)
- Sample quantiles of heavy tailed stochastic processes (Q1904544) (← links)
- On sample marginal quantiles for stationary processes (Q1933695) (← links)
- Universal order statistics for random walks \& Lévy flights (Q2107263) (← links)
- Extreme order statistics of random walks (Q2686605) (← links)
- Pricing step options under the CEV and other solvable diffusion models (Q2853376) (← links)
- Pricing and Hedging of Quantile Options in a Flexible Jump Diffusion Model (Q3094682) (← links)
- A note on the α-quantile option (Q4551190) (← links)
- (Q4891982) (← links)
- Gap statistics close to the quantile of a random walk (Q5055662) (← links)
- An extension of Vervaat's transformation and its consequences (Q5919595) (← links)
