Pages that link to "Item:Q5206083"

The following pages link to On some functionals of the first passage times in jump models of stochastic volatility (Q5206083):

Displaying 7 items.

• On the Laplace transforms of the first exit times in one-dimensional non-affine jump-diffusion models (Q2520532) (← links)
• Some remarks on first passage of Lévy processes, the American put and pasting principles (Q2572401) (← links)
• The first hitting time of stochastic volatility models (Q3132376) (← links)
• On the First Passage Time Under Regime-Switching with Jumps (Q4561943) (← links)
• Problem of first passage time of a reflected stochastic volatility model (Q4640537) (← links)
• On first passage times of sticky reflecting diffusion processes with double exponential jumps (Q5109497) (← links)
• FIRST PASSAGE TIME UNDER A REGIME-SWITCHING JUMP-DIFFUSION MODEL AND ITS APPLICATION IN THE VALUATION OF PARTICIPATING CONTRACTS (Q5242416) (← links)