A note on first passage functionals for hyper-exponential jump-diffusion processes (Q742961)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A note on first passage functionals for hyper-exponential jump-diffusion processes |
scientific article; zbMATH DE number 6346851
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on first passage functionals for hyper-exponential jump-diffusion processes |
scientific article; zbMATH DE number 6346851 |
Statements
A note on first passage functionals for hyper-exponential jump-diffusion processes (English)
0 references
22 September 2014
0 references
hyper-exponential jump-diffusion process
0 references
two-sided exit problem
0 references
first passage functional
0 references
