OpenAlex | Bessel processes and hyperbolic Brownian motions stopped at different random times

Bessel processes and hyperbolic Brownian motions stopped at different random times

Work

Year: 2010

Type: article

Source: Stochastic Processes and their Applications

Authors Mirko D’Ovidio, Enzo Orsingher

Institution Sapienza University of Rome

Cites: 49

Cited by: 9

Related to: 10

FWCI: 1.908

Citation percentile (by year/subfield): 75.33

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Sustainable Development Goal Peace, justice, and strong institutions

Open Access status: bronze