On the control of the difference between two Brownian motions: a dynamic copula approach (Q324995)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the control of the difference between two Brownian motions: a dynamic copula approach |
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On the control of the difference between two Brownian motions: a dynamic copula approach (English)
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17 October 2016
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Brownian motion
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copula
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Markovian diffusions
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asymmetry
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coupling
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risk
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