Wiener process

Results: 116



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41October 16, [removed]:54 WSPC/251-CM[removed]Confluentes Mathematici, Vol. 1, No[removed]–179 c World Scientific Publishing Company

October 16, [removed]:54 WSPC/251-CM[removed]Confluentes Mathematici, Vol. 1, No[removed]–179 c World Scientific Publishing Company

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Source URL: math.univ-lyon1.fr

Language: English - Date: 2009-11-05 02:56:59
42Preface If you place a large number of points randomly in the unit square, what is the distribution of the radius of the largest circle containing no points? Of the smallest circle containing 4 points? Why do Brownian sa

Preface If you place a large number of points randomly in the unit square, what is the distribution of the radius of the largest circle containing no points? Of the smallest circle containing 4 points? Why do Brownian sa

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Source URL: www.stat.berkeley.edu

Language: English - Date: 2005-08-12 17:54:29
43OPTIMAL STOPPING OF A BROWNIAN BRIDGE ¨ AND HENRIK WANNTORP ERIK EKSTROM Abstract. We study several optimal stopping problems in which the gains process is a Brownian bridge or a functional of a Brownian bridge. Our exa

OPTIMAL STOPPING OF A BROWNIAN BRIDGE ¨ AND HENRIK WANNTORP ERIK EKSTROM Abstract. We study several optimal stopping problems in which the gains process is a Brownian bridge or a functional of a Brownian bridge. Our exa

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Source URL: www2.math.uu.se

Language: English - Date: 2008-10-07 11:22:40
44Mathematical Finance, Vol. 10, No. 3 (July 2000), 341–353  LOUIS BACHELIER ∗ ´ ´

Mathematical Finance, Vol. 10, No. 3 (July 2000), 341–353 LOUIS BACHELIER ∗ ´ ´

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Source URL: www-stat.wharton.upenn.edu

Language: English - Date: 2013-12-08 15:36:44
45Your name: STATISTICS 204 FALL[removed]FINAL

Your name: STATISTICS 204 FALL[removed]FINAL

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Source URL: www.stat.berkeley.edu

Language: English - Date: 2007-12-04 15:45:18
46Optimal Investment and Consumption Decision of Family with Life Insurance Minsuk Kwak1 2

Optimal Investment and Consumption Decision of Family with Life Insurance Minsuk Kwak1 2

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-26 00:00:14
47Chapter 7  Continuity of Stochastic Processes Section 7.1 describes the leading kinds of continuity for stochastic processes, which derive from the modes of convergence of random

Chapter 7 Continuity of Stochastic Processes Section 7.1 describes the leading kinds of continuity for stochastic processes, which derive from the modes of convergence of random

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Source URL: www.stat.cmu.edu

Language: English - Date: 2007-02-05 21:10:58
48Levy processes - from probability theory to finance and quantum groups

Levy processes - from probability theory to finance and quantum groups

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Source URL: eprints.whiterose.ac.uk

Language: English - Date: 2014-06-05 08:49:08
49Rational Term Structure Models with Geometric L´ evy Martingales Ewan Mackie Imperial College Business School, Imperial College London, London SW7 2AZ

Rational Term Structure Models with Geometric L´ evy Martingales Ewan Mackie Imperial College Business School, Imperial College London, London SW7 2AZ

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-21 11:05:35
50Stochastic Calculus of Heston’s Stochastic–Volatility Model Floyd B. Hansona Department of Mathematics, Statistics, and Computer Science University of Illinois at Chicago

Stochastic Calculus of Heston’s Stochastic–Volatility Model Floyd B. Hansona Department of Mathematics, Statistics, and Computer Science University of Illinois at Chicago

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-09 08:37:44