First passage time for multivariate jump-diffusion processes in finance and other areas of applications (Q3077491): Difference between revisions

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-Dianzhou Zhang
@@ Property / author: Dianzhou Zhang / rank @@
-Normal rank
@@ Property / author @@
-Roderick V. Nicholas Melnik
@@ Property / author: Roderick V. Nicholas Melnik / rank @@
-Normal rank
@@ Property / author @@
+Dianzhou Zhang
@@ Property / author: Dianzhou Zhang / rank @@
+Normal rank
@@ Property / author @@
+Roderick V. Nicholas Melnik
@@ Property / author: Roderick V. Nicholas Melnik / rank @@
+Normal rank
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1002/asmb.745
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+W4243912334
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@@ Property / cites work @@
+First-passage time of Markov processes to moving barriers
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+DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS
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