Kendall's identity for the first crossing time revisited (Q1860572): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 12:23, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kendall's identity for the first crossing time revisited |
scientific article |
Statements
Kendall's identity for the first crossing time revisited (English)
0 references
25 February 2003
0 references
skip-free Lévy process
0 references
first crossing time
0 references
change of measure
0 references
