On a Property of the Distribution of a Brownian Motion with Drift and Its Maximum (Q5198647)
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scientific article; zbMATH DE number 5937230
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a Property of the Distribution of a Brownian Motion with Drift and Its Maximum |
scientific article; zbMATH DE number 5937230 |
Statements
On a Property of the Distribution of a Brownian Motion with Drift and Its Maximum (English)
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9 August 2011
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Brownian motion
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Black-Schloss model
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buy and hold rule
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