Explicit solution of an inverse first-passage time problem for Lévy processes and counterparty credit risk (Q748309)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit solution of an inverse first-passage time problem for Lévy processes and counterparty credit risk |
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Explicit solution of an inverse first-passage time problem for Lévy processes and counterparty credit risk (English)
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20 October 2015
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Lévy processes
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inverse first-passage time problem
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quasi-invariant distribution
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counterparty credit risk
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multi-variate first-passage times
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