✦ LIBER ✦

On Skew Brownian Motion

✍ Scribed by J. M. Harrison and L. A. Shepp

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Is a Brownian Motion Skew?

✍ Lejay, Antoine; Mordecki, Ernesto; Torres, Soledad 📂 Article 📅 2013 🏛 John Wiley and Sons 🌐 English ⚖ 562 KB

On the time inhomogeneous skew Brownian

✍ Bouhadou, S.; Ouknine, Y. 📂 Article 📅 2013 🏛 Elsevier Science 🌐 French ⚖ 175 KB

Effective conductivity and skew Brownian

✍ Reinhard Lang 📂 Article 📅 1995 🏛 Springer 🌐 English ⚖ 686 KB

Skew Brownian motion-type of extensions

✍ Juha Vuolle-Apiala 📂 Article 📅 1996 🏛 Springer US 🌐 English ⚖ 287 KB

Arbitrage in skew Brownian motion models

✍ Damiano Rossello 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 330 KB

“Skew-Brownian Motion” and Derived Proce

✍ Ouknine, Y. 📂 Article 📅 1991 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 635 KB