On first passage times of a hyper-exponential jump diffusion process (Q1015316)
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scientific article; zbMATH DE number 5552076
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On first passage times of a hyper-exponential jump diffusion process |
scientific article; zbMATH DE number 5552076 |
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On first passage times of a hyper-exponential jump diffusion process (English)
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7 May 2009
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jump diffusion
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first passage times
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hyper-exponential distribution
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