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Exact simulation of final, minimal and maximal values of Brownian motion and jump-diffusions with applications to option pricing
Becker, Martin - In: Computational Management Science : CMS 7 (2010) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10003922191
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A Hausman test for Brownian motion
Becker, Martin; Friedmann, Ralph; Klößner, Stefan; … - In: Advances in statistical analysis : AStA ; a journal of … 91 (2007) 1, pp. 3-21
Persistent link: https://www.econbiz.de/10003437328