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

Jacques du Toit () and Goran Peskir ()
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Jacques du Toit: The University of Manchester, School of Mathematics
Goran Peskir: The University of Manchester, School of Mathematics

A chapter in Mathematical Control Theory and Finance, 2008, pp 95-112 from Springer

Date: 2008
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DOI: 10.1007/978-3-540-69532-5_6

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