SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Predicting the Time of the Ultimate Maximum for Brownian Motion with Drift · Study

ChapterShelves

ChapterPredicting the Time of the Ultimate Maximum for Brownian Motion with Drift

Jacques du Toit2008

Chapter2008

Predicting the Time of the Ultimate Maximum for Brownian Motion with Drift

Jacques du Toit · Goran Peškir

26 citations·0/0 files stored·Springer eBooks

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Probability and Statistical Research Probability and Risk Models

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 26 citations exist upstream.

References

1998Methods of Mathematical Finance 2006Optimal stopping and free-boundary problems 2007A Change-of-Variable Formula with Local Time on Surfaces 2005A Change-of-Variable Formula with Local Time on Curves 2002Quickest Detection Problems in the Technical Analysis of the Financial Data 2001Stopping Brownian Motion Without Anticipation as Close as Possible to Its Ultimate Maximum 2007The trap of complacency in predicting the maximum 2000An Extension of P. Lévy's Distributional Properties to the Case of a Brownian Motion with Drift

Cited by

2011Predicting the ultimate supremum of a stable Lévy process with no negative jumps 2019An Optimal Stopping Problem of Detecting Entry Points for Trading Modeled by Geometric Brownian Motion 2010Quickest detection of a hidden target and extremal surfaces

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2008Predicting the last zero of Brownian motion with driftarticle · 7 shared references 2010Quickest detection of a hidden target and extremal surfacesarticle · 7 shared references 2013Three-dimensional Brownian motion and the golden ratio rulearticle · 6 shared references 2009Selling a stock at the ultimate maximumarticle · 5 shared references 2007The trap of complacency in predicting the maximumarticle · 5 shared references 2011Predicting the ultimate supremum of a stable Lévy process with no negative jumpsarticle · 5 shared references

Details

Year2008

Typechapter

Published2008-01-01

VenueSpringer eBooks

Languageen

Citations26

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1007/978-3-540-69532-5_6

openalex_workW2139148971

Links

Imported from OpenAlex (CC0) — nothing here is generated.