Pages that link to "Item:Q2520532"
From MaRDI portal
The following pages link to On the Laplace transforms of the first exit times in one-dimensional non-affine jump-diffusion models (Q2520532):
Displaying 8 items.
- Efficient computation of first passage times in Kou's jump-diffusion model (Q1707057) (← links)
- On the first-passage area of a one-dimensional jump-diffusion process (Q1945603) (← links)
- \(n\)-dimensional Laplace transforms of occupation times for pre-exit diffusion processes (Q1985945) (← links)
- On Chernoff's test for a fractional Brownian motion (Q2001264) (← links)
- Some explicit results on first exit times for a jump diffusion process involving semimartingale local time (Q2664543) (← links)
- ON SOME FUNCTIONALS OF THE FIRST PASSAGE TIMES IN MODELS WITH SWITCHING STOCHASTIC VOLATILITY (Q4608109) (← links)
- On some functionals of the first passage times in jump models of stochastic volatility (Q5206083) (← links)
- Unified approach for solving exit problems for additive-increase and multiplicative-decrease processes (Q5880987) (← links)
