Predicting the Time at Which a Lévy Process Attains Its Ultimate Supremum
Work
Year: 2014
Type: article
Source: Acta Applicandae Mathematicae
Authors Erik J. Baurdoux, Kees van Schaik
Cites: 37
Cited by: 15
Related to: 10
FWCI: 1.453
Citation percentile (by year/subfield): 92.02
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: green