Browsing by Author Vardar Acar, Ceren
Showing results 1 to 2 of 2
| Issue Date | Title | Author(s) |
|---|---|---|
| Sep-2015 | Bounds on the expected value of maximum loss of fractional Brownian motion | Acar, Ceren Vardar ; Bulut, Hatice |
| Aug-2013 | On the correlation of the supremum and the infimum and of maximum gain and maximum loss of Brownian motion with drift | Acar, Ceren Vardar ; Zirbel, Craig L.; Székely, Gábor J. |