A Proof of Dassios' Representation of the $|alpha$-Quantile of Brownian Motion with Drift
Open Access
- 1 August 1995
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Applied Probability
- Vol. 5 (3) , 757-767
- https://doi.org/10.1214/aoap/1177004704
Abstract
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