A note on first passage functionals for hyper-exponential jump-diffusion processes
type: Item
instance of: scholarly article
title: A note on first passage functionals for hyper-exponential jump-diffusion processes
zbMATH Open document ID: 1307.60112
author: Yu-Ting Chen
author: Yuan-Chung Sheu
author: Ming-Chi Chang
published in: Electronic Communications in Probability
publication date: 2014-09-22T00:00:00Z
Mathematics Subject Classification ID: 60J75
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 91G80
zbMATH DE Number: 6346851
zbMATH Keywords: hyper-exponential jump-diffusion process
zbMATH Keywords: two-sided exit problem
zbMATH Keywords: first passage functional
MaRDI profile type: Publication
DOI: 10.1214/ECP.V18-2017
description: scientific article; zbMATH DE number 6346851