On Supremum Infimum Maximum Gain andMaximum Loss of Brownian Motion with driftand of Fractional Brownian Motion


VARDAR ACAR C., ÇAĞLAR M.

1st AMAT International Conference on Applied Mathematics & Approximation Theory, Ankara, Turkey, 17 - 20 May 2012

  • Publication Type: Conference Paper
  • City: Ankara
  • Country: Turkey
  • Middle East Technical University Affiliated: No