First hitting time of integral diffusions and applications
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Publication:3133494
DOI10.1080/15326349.2017.1300920zbMath1380.60073OpenAlexW2605143660MaRDI QIDQ3133494
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Publication date: 2 February 2018
Published in: Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15326349.2017.1300920
Martingales with continuous parameter (60G44) Diffusion processes (60J60) Derivative securities (option pricing, hedging, etc.) (91G20) Laplace transform (44A10)
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