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First-exit times for compound poisson processes for some types of positive and negative jumps - MaRDI portal

First-exit times for compound poisson processes for some types of positive and negative jumps

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Publication:4532400

DOI10.1081/STM-120002778zbMath0998.60089OpenAlexW2062873187MaRDI QIDQ4532400

Wolfgang Stadje, Shelemyahu Zacks, David Perry

Publication date: 25 November 2002

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/stm-120002778




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