Free Access
Volume 19, 2015
Page(s) 100 - 114
Published online 17 June 2015
  1. M. Barczy and G. Pap, Alpha-Wiener bridges: singularity of induced measures and sample path properties. Stochastic Anal. Appl. 28 (2010) 447–466. [CrossRef] [Google Scholar]
  2. M.J. Brennan and E.S. Schwartz, Arbitrage in stock index futures. J. Business 63 (1990) 7–31. [CrossRef] [Google Scholar]
  3. I. Karatzas and S.E. Shreve, Brownian Motion and Stochastic Calculus, 2nd ed. Springer, Berlin (1991). [Google Scholar]
  4. H.-H. Kuo, Introduction to Stochastic Integration, Universitext. Springer, New York (2006). [Google Scholar]
  5. R. Mansuy, On a one-parameter generalization of the Brownian bridge and associated quadratic functionals. J. Theor. Probab. 17 (2004) 1021–1029. [CrossRef] [Google Scholar]
  6. M.M. Meerschaert and H.P. Scheffler, Limit Distributions for Sums of Independent Random Vectors. Wiley, New York (2001). [Google Scholar]
  7. D. Revuz and M. Yor, Continuous Martingales and Brownian Motion. 3rd ed., corr. 2nd printing. Springer, Berlin (2001). [Google Scholar]
  8. D. Sondermann, M. Trede and B. Wilfling, Estimating the degree of interventionist policies in the run-up to EMU, Appl. Econ. 43 (2011) 207–218. [CrossRef] [Google Scholar]
  9. M. Trede and B. Wilfling, Estimating exchange rate dynamics with diffusion processes: an application to Greek EMU data. Empirical Econ. 33 (2007) 23–39. [CrossRef] [Google Scholar]

Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.

Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.

Initial download of the metrics may take a while.