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scientific article; zbMATH DE number 6453599

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Publication:5260200
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DOI10.3969/J.ISSN.1001-4268.2014.05.006zbMATH Open1324.60074MaRDI QIDQ5260200

J. Yu

Publication date: 29 June 2015



Title of this publication is not available (Why is that?)


zbMATH Keywords

occupation timejump-diffusion processOmega modelbankruptcy rate function


Mathematics Subject Classification ID

Brownian motion (60J65)



Related Items (1)

The Omega model: from bankruptcy to occupation times in the red






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