BROWNIAN SEMISTATIONARY PROCESSES AND CONDITIONAL FULL SUPPORT (Q5198957)
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scientific article; zbMATH DE number 5937831
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BROWNIAN SEMISTATIONARY PROCESSES AND CONDITIONAL FULL SUPPORT |
scientific article; zbMATH DE number 5937831 |
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BROWNIAN SEMISTATIONARY PROCESSES AND CONDITIONAL FULL SUPPORT (English)
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10 August 2011
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Brownian semistationary process
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conditional full support
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non-semimartingale
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transaction costs
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