On the Laplace transforms of the first exit times in one-dimensional non-affine jump-diffusion models (Q2520532)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Laplace transforms of the first exit times in one-dimensional non-affine jump-diffusion models |
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On the Laplace transforms of the first exit times in one-dimensional non-affine jump-diffusion models (English)
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15 December 2016
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jump-diffusion processes
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first-exit times
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Laplace transforms
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stochastic differential equations
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Brownian motions
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compound Poisson processes
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non-affine processes
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