Lars Tyge Nielsen Wiener process

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Sharpe Ratios and Alphas in Continuous Time - CiteSeerX

 

 

 

http://www.math.zju.edu.cn/zlx/forPHD/stochCalcuslecture.pdf

citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.203.675...‎

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by LT Nielsen - ‎Cited by 32 - ‎Related articles

Stanley or to Lars Tyge Nielsen as a representative, officer, or employee of Morgan .... several reasons: (1) the Wiener process W is potentially high-dimensional,.