Author:
Embrechts P.,Rogers L. C. G.,Yor M.
Publisher
Institute of Mathematical Statistics
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Cited by
37 articles.
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1. Extreme order statistics of random walks;Annales de l'Institut Henri Poincaré, Probabilités et Statistiques;2023-02-01
2. Universal Order Statistics for Random Walks & Lévy Flights;Journal of Statistical Physics;2022-11-27
3. Expected median of a shifted Brownian motion: Theory and calculations;Mathematical Finance;2021-12-29
4. A Conversation With Paul Embrechts;International Statistical Review;2020-10-19
5. Arc-Sine Law and the Libor Reform;SSRN Electronic Journal;2020