On the correlation of the supremum and the infimum and of maximum gain and maximum loss of Brownian motion with drift (Q1946208)
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scientific article; zbMATH DE number 6155454
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the correlation of the supremum and the infimum and of maximum gain and maximum loss of Brownian motion with drift |
scientific article; zbMATH DE number 6155454 |
Statements
On the correlation of the supremum and the infimum and of maximum gain and maximum loss of Brownian motion with drift (English)
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18 April 2013
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Brownian motion
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scaling property
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uniform continuity
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Markov property
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correlation coefficient
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stock prices
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