On the First Passage Time Under Regime-Switching with Jumps (Q4561943)
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scientific article; zbMATH DE number 6993403
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the First Passage Time Under Regime-Switching with Jumps |
scientific article; zbMATH DE number 6993403 |
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On the First Passage Time Under Regime-Switching with Jumps (English)
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13 December 2018
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first passage time
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regime-switching jump-diffusion model
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