On the quantiles of Brownian motion and their hitting times
type: Item
instance of: scholarly article
title: On the quantiles of Brownian motion and their hitting times
zbMATH Open document ID: 1062.60079
author: Angelos Dassios
published in: Bernoulli
publication date: 2005-03-11T00:00:00Z
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 2143837
zbMATH Keywords: arcsine law
zbMATH Keywords: hitting times
zbMATH Keywords: quantiles of Brownian motion
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.3150/bj/1110228240
OpenAlex ID: W2039337006
cites work: Some formulae for a new type of path-dependent option
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DOI: 10.3150/BJ/1110228240
description: scientific article; zbMATH DE number 2143837