Browsing by Author Vardar Acar, Ceren

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