Pages that link to "Item:Q742961"
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The following pages link to A note on first passage functionals for hyper-exponential jump-diffusion processes (Q742961):
Displaying 5 items.
- A hyper-Erlang jump-diffusion process and applications in finance (Q328100) (← links)
- On first passage times of a hyper-exponential jump diffusion process (Q1015316) (← links)
- A note on first passage functionals for Lévy processes with jumps of rational Laplace transforms (Q1669250) (← links)
- Occupation time of Lévy processes with jumps rational Laplace transforms (Q1990036) (← links)
- Pricing Occupation-Time Options in a Mixed-Exponential Jump-Diffusion Model (Q4682697) (← links)