Stochastic evolution of distributions and functional Bollinger bands

DOI10.1002/asmb.2665MaRDI QIDQ6580710

Antoine Kornprobst, Simone Scotti, Guillaume Bernis, Nicolas J.-B. Brunel

Publication date: 29 July 2024

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

zbMATH Keywords

stochastic modelscredit riskquantile functionsBollinger bands

Mathematics Subject Classification ID

Statistics (62-XX)

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