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"On the correlation of the supremum and the infimum and of maximum gain and ..."

Ceren Vardar-Acar, Craig L. Zirbel, Gábor J. Székely (2013)

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DOI: 10.1016/J.CAM.2013.01.010

access: open

type: Journal Article

metadata version: 2023-09-30

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  - journals/jcam/Vardar-AcarZS13
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  - https://dblp.org/rec/journals/jcam/Vardar-AcarZS13
Ceren Vardar-Acar, Craig L. Zirbel, Gábor J. Székely:
On the correlation of the supremum and the infimum and of maximum gain and maximum loss of Brownian motion with drift. J. Comput. Appl. Math. 248: 61-75 (2013)

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