Predicting the time of the ultimate maximum for Brownian motion with drift
Jacques du Toit and Goran Peskir
| Year of publication: |
2008
|
|---|---|
| Authors: | Du Toit, Jacques ; Peskir, Goran |
| Published in: |
Mathematical control theory and finance. - Berlin : Springer, ISBN 978-3-540-69531-8. - 2008, p. 95-112
|
| Subject: | Stochastischer Prozess | Stochastic process | Suchtheorie | Search theory | Prognoseverfahren | Forecasting model | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003755583