A Selection Premium Decomposition for the Expected Maximum of Random Walks

Fuente: arXiv

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Bibliographic Details
Main Authors:	de la Pena, Victor H., Lin, Fangyuan, de la Pena, Victor K.
Format:	Preprint
Published:	2026
Subjects:	Statistics Theory 60G50, 60E15, 62F07
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2602.19481