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The correlation of the maxima of correlated Brownian motions - MaRDI portal

The correlation of the maxima of correlated Brownian motions (Q5754697)

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scientific article; zbMATH DE number 5181965
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The correlation of the maxima of correlated Brownian motions
scientific article; zbMATH DE number 5181965

    Statements

    The correlation of the maxima of correlated Brownian motions (English)
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    23 August 2007
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    Brownian motion
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    correlation
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    Kantorovich-Lebedev transform
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