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Property / DOI: 10.1016/j.spl.2011.09.018 / rank
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Property / full work available at URL: https://doi.org/10.1016/j.spl.2011.09.018 / rank
 
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Latest revision as of 23:56, 9 December 2024

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A note on first-passage times of continuously time-changed Brownian motion
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    A note on first-passage times of continuously time-changed Brownian motion (English)
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    28 December 2011
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    double-barrier problem
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    first-exit time
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    first-passage time
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    time-changed Brownian motion
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    barrier option
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