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                                       Details for article 14 of 14 found articles
 
 
  Wiener–Hopf factorization for arithmetic Brownian motion with time-dependent drift and volatility
 
 
Title: Wiener–Hopf factorization for arithmetic Brownian motion with time-dependent drift and volatility
Author: Bielecki, Tomasz R.
Cheng, Ziteng
Gong, Ruoting
Appeared in: Stochastic processes and their applications
Paging: Volume 156 () nr. C pages 246-290
Year: 2023
Contents:
Publisher: Elsevier B.V.
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 14 of 14 found articles
 
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