A note on first-passage times of continuously time-changed Brownian motion (Q654495): Difference between revisions
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Latest revision as of 23:56, 9 December 2024
scientific article
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English | 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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