On the correlation of the supremum and the infimum and of maximum gain and maximum loss of Brownian motion with drift

Ceren Vardar-Acar, Craig L. Zirbel, Gábor J. Székely. On the correlation of the supremum and the infimum and of maximum gain and maximum loss of Brownian motion with drift. J. Computational Applied Mathematics, 248:61-75, 2013. [doi]

Authors

Ceren Vardar-Acar

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Craig L. Zirbel

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Gábor J. Székely

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