Dynamic Correlation Estimators for Bivariate Brownian and Geometric Brownian Motions

Authors

Majnu John, Hofstra University, Hempstead, NY 11549, USAFollow
Yihren Wu, Hofstra University, Hempstead, NY 11549, USAFollow

Recommended Citation

John, Majnu and Wu, Yihren (2022) "Dynamic Correlation Estimators for Bivariate Brownian and Geometric Brownian Motions," Journal of Stochastic Analysis: Vol. 3: No. 1, Article 2.
DOI: 10.31390/josa.3.1.02
Available at: https://repository.lsu.edu/josa/vol3/iss1/2

DOI

10.31390/josa.3.1.02