Pages that link to "Item:Q2844294"

The following pages link to Double-barrier first-passage times of jump-diffusion processes (Q2844294):

Displaying 11 items.

• A note on first-passage times of continuously time-changed Brownian motion (Q654495) (← links)
• The first passage time and the dividend value function for one-dimensional diffusion processes between two reflecting barriers (Q1929687) (← links)
• Asymptotics of two-boundary first-exit-time densities for Gauss-Markov processes (Q2283669) (← links)
• On the Laplace transforms of the first exit times in one-dimensional non-affine jump-diffusion models (Q2520532) (← links)
• First passage time for multivariate jump-diffusion processes in finance and other areas of applications (Q3077491) (← links)
• ON SOME FUNCTIONALS OF THE FIRST PASSAGE TIMES IN MODELS WITH SWITCHING STOCHASTIC VOLATILITY (Q4608109) (← links)
• First Passage Times of Constant-Elasticity-of-Variance Processes with Two-Sided Reflecting Barriers (Q4903046) (← links)
• On first passage times of sticky reflecting diffusion processes with double exponential jumps (Q5109497) (← links)
• On some functionals of the first passage times in jump models of stochastic volatility (Q5206083) (← links)
• The double barrier problem for Brownian motion with Poissonian resetting (Q5876441) (← links)
• Properties of the first passage times of the reflected O-U process with a two-sided barrier (Q5962128) (← links)