The likelihood of mixed hitting times (Q2043238)
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scientific article; zbMATH DE number 7376498
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The likelihood of mixed hitting times |
scientific article; zbMATH DE number 7376498 |
Statements
The likelihood of mixed hitting times (English)
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30 July 2021
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duration analysis
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first passage time
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identification
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Laplace transform
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Lévy process
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maximum likelihood
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Mellin's inverse formula
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mixture
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optimal stopping
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strike duration
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