Equidistant sampling for the maximum of a Brownian motion with drift on a finite horizon.
Janssen, A.J.E.M ; Van Leeuwaarden, J.S.H.
Electronic Communications in Probability [electronic only], Tome 14 (2009), p. 143-150 / Harvested from The Electronic Library of Mathematics
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Publié le : 2009-01-01
EUDML-ID : urn:eudml:doc:229661 
@article{05636457,
     title = {Equidistant sampling for the maximum of a Brownian motion with drift on a finite horizon.},
     journal = {Electronic Communications in Probability [electronic only]},
     volume = {14},
     year = {2009},
     pages = {143-150},
     zbl = {1191.60060},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05636457}
}

Janssen, A.J.E.M; Van Leeuwaarden, J.S.H. Equidistant sampling for the maximum of a Brownian motion with drift on a finite horizon.. Electronic Communications in Probability [electronic only], Tome 14 (2009) pp. 143-150. http://gdmltest.u-ga.fr/item/05636457/