"A goodness-of-fit test for geometric Brownian motion."

Daniel Gaigall, Philipp Wübbolding (2025)

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DOI: 10.1016/J.CSDA.2025.108196

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type: Journal Article

metadata version: 2025-05-31

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Daniel Gaigall, Philipp Wübbolding:
A goodness-of-fit test for geometric Brownian motion. Comput. Stat. Data Anal. 210: 108196 (2025)

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