Pages that link to "Item:Q3605235"
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The following pages link to Optimal time to sell a stock in the Black–Scholes model: comment on ‘Thou shalt buy and hold’, by A. Shiryaev, Z. Xu and X.Y. Zhou (Q3605235):
Displaying 14 items.
- Maximal distance travelled by \(N\) vicious walkers till their survival (Q478429) (← links)
- Universal first-passage properties of discrete-time random walks and Lévy flights on a line: statistics of the global maximum and records (Q647824) (← links)
- On certain functionals of the maximum of Brownian motion and their applications (Q906922) (← links)
- Universal order statistics for random walks \& Lévy flights (Q2107263) (← links)
- Extreme value statistics of correlated random variables: a pedagogical review (Q2187814) (← links)
- Extreme value statistics from the real space renormalization group: Brownian motion, Bessel processes and continuous time random walks (Q3301119) (← links)
- Response to comment on ‘Thou shalt buy and hold’ (Q3605236) (← links)
- OPTIMAL STOCK SELLING/BUYING STRATEGY WITH REFERENCE TO THE ULTIMATE AVERAGE (Q4906544) (← links)
- Generating stochastic trajectories with global dynamical constraints (Q5020017) (← links)
- Generalised ‘Arcsine’ laws for run-and-tumble particle in one dimension (Q5132526) (← links)
- Smoluchowski flux and lamb-lion problems for random walks and Lévy flights with a constant drift (Q5132541) (← links)
- Generating constrained run-and-tumble trajectories (Q5877831) (← links)
- A stationary model of non-intersecting directed polymers (Q5879200) (← links)
- Extremal statistics for first-passage trajectories of drifted Brownian motion under stochastic resetting (Q6625313) (← links)
