WORKSHOP FOR MATHEMATICS TEACHERS AT INDIANA UNIVERSITY: ELMER E. BURNS
โ Scribed by MILTON D. OESTREICHER; RAY C. SOLIDAY; GLEN W. WARNER
- Book ID
- 114971405
- Publisher
- School Science and Mathematics Association
- Year
- 1956
- Tongue
- English
- Weight
- 124 KB
- Volume
- 56
- Category
- Article
- ISSN
- 0036-6803
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
By taking the relevant expectations, the model yields a complete initial term structure for the continuum of maturities, endogenously interpolating between the observed data. Thus it is more parsimonious in its assumptions in the sense that there is no need for an exogenous interpolation rule and th
The authors study the asymptotics of P(A(X,c)>x) for x--~oo, where A(X,c) is the supremum of X(t)-c. In particular X(t) is the fractional Brownian motion, a nonlinearly scaled Brownian motion or some stationary integrated Gaussian processes. The results are from the joint work with K. Debicki and Z.