Scaling limit of d-inverse of Brownian motion with functional drift (Q3067604)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Scaling limit of d-inverse of Brownian motion with functional drift |
scientific article |
Statements
21 January 2011
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d-inverse
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domain of attraction
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Brownian motion with drift
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geometric Brownian motion
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option price
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Black-Scholes formula
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math.PR
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