Ergodic Property of the Brownian Motion Process

DOI10.1073/PNAS.40.12.1155zbMath0056.36206OpenAlexW2092238234WikidataQ83070729 ScholiaQ83070729MaRDI QIDQ5829367

C. Derman

Publication date: 1954

Published in: Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1073/pnas.40.12.1155

zbMATH Keywords

Probability theory

Related Items (5)

On the life and work of Cyrus Derman ⋮ TARGET VOLATILITY OPTION PRICING ⋮ A LIMIT THEOREM FOR OCCUPATION MEASURES OF LÉVY PROCESSES IN COMPACT GROUPS ⋮ PRICING DIGITAL OUTPERFORMANCE OPTIONS WITH UNCERTAIN CORRELATION ⋮ Ergodic properties of Brownian Motion

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