Canonical decomposition of linear transformations of two independent Brownian motions
- Standort
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Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
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Online-Ressource
- Sprache
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Englisch
- Erschienen in
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Sonderforschungsbereich 373: Quantification and Simulation of Economic Processes ; Ausgabe 61, 1998
- Schlagwort
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Stochastischer Prozess
Zeitreihenanalyse
Dantzig-Wolfe-Dekomposition
Insidergeschäft
- Ereignis
-
Veröffentlichung
- (wo)
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Berlin
- (wer)
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Humboldt-Universität zu Berlin
- (wann)
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2006
- Urheber
- DOI
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10.18452/3750
- URN
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urn:nbn:de:kobv:11-10060000
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:53 MEZ
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Beteiligte
- Föllmer, Hans
- Wu, Ching-Tang
- Yor, Marc
- Humboldt-Universität zu Berlin
Entstanden
- 2006
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