On the joint distribution of the supremum functional and its last occurrence for subordinated linear Brownian motion
Work
Year: 2015
Type: article
Source: Statistics & Probability Letters
Institution Washington State University
Cites: 27
Cited by: 4
Related to: 10
FWCI:
Citation percentile (by year/subfield): 64.94
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Reduced inequalities
Open Access status: closed