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Publication:2896603
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zbMath1249.62011MaRDI QIDQ2896603

Anatoliy Swishchuk, Yuliya S. Mishura

Publication date: 16 July 2012


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

geometric Brownian motion


Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Fractional processes, including fractional Brownian motion (60G22)








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