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Hitting time and time change - MaRDI portal

Hitting time and time change (Q4650906)

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scientific article; zbMATH DE number 2135225
Language Label Description Also known as
English
Hitting time and time change
scientific article; zbMATH DE number 2135225

    Statements

    title
    Hitting time and time change (English)
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    publication date
    18 February 2005
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    zbMATH Keywords
    Digital Option
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    Soft Barrier
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    Forward-neutral Measure
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    Time Change
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    Jump-diffusion Process
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    60J60
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    60J75
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    zbMATH DE Number
    2135225
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    OpenAlex ID
    W3121426175
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