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pro vyhledávání: '"Liberty Barney"'
Autor:
Gemunu H. Gunaratne, Liberty Barney
Publikováno v:
Journal of Statistical Physics. 167:878-891
First-passage-time distribution, which presents the likelihood of a stock reaching a pre-specified price at a given time, is useful in establishing the value of financial instruments and in designing trading strategies. First-passage-time distributio