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The value of the high, low and close in the estimation of Brownian motion - MaRDI portal

The value of the high, low and close in the estimation of Brownian motion (Q2040943)

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The value of the high, low and close in the estimation of Brownian motion
scientific article

    Statements

    title
    The value of the high, low and close in the estimation of Brownian motion (English)
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    author
    Kurt S. Riedel
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    publication date
    15 July 2021
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    zbMATH Keywords
    Brownian motion
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    Bronwnian maximum
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    Brownian paths
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    cites work
    Q4290908
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    Q3150773
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    Q3028042
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    Q5791821
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    Q2921626
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    Q5687111
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    Q4349251
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    Identifiers

    Mathematics Subject Classification ID
    60J65
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    60J70
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    91G60
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    zbMATH DE Number
    7371763
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    OpenAlex ID
    W3110853178
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    arXiv ID
    1911.05280
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