Pages that link to "Item:Q514864"
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The following pages link to A sharp maximal inequality for a geometric Brownian motion (Q514864):
Displaying 7 items.
- On Doob's maximal inequality for Brownian motion (Q1275937) (← links)
- One-sided maximal inequalities for a stock process (Q2408789) (← links)
- Processes that can be embedded in a geometric Brownian motion (Q2811893) (← links)
- A maximal inequality for skew Brownian motion (Q3550943) (← links)
- Optimal stopping and maximal inequalities for geometric Brownian motion (Q4248122) (← links)
- Geometric bounds on certain sublinear functionals of geometric Brownian motion (Q4819504) (← links)
- Continuity Correction for Barrier Options in Jump-Diffusion Models (Q5388688) (← links)