On a stopped functional for a bidimensional process (Q2393216)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a stopped functional for a bidimensional process |
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On a stopped functional for a bidimensional process (English)
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7 August 2013
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geometric Brownian motion
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bidimensional process
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Ornstein-Uhlenbeck process
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method of similarity solutions
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mathematical finance
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