Stochastic processes with proportional increments and the last-arrival problem
Work
Year: 2012
Type: article
Authors F. Thomas Bruss, Marc Yor
Institutions Université Libre de Bruxelles, Sorbonne Université
Cites: 20
Cited by: 20
Related to: 10
FWCI: 0.896
Citation percentile (by year/subfield): 90.44
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze