A note on first-passage times of continuously time-changed Brownian motion (Q654495): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.spl.2011.09.018 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2062938055 / rank | |||
Normal rank | |||
Revision as of 19:10, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on first-passage times of continuously time-changed Brownian motion |
scientific article |
Statements
A note on first-passage times of continuously time-changed Brownian motion (English)
0 references
28 December 2011
0 references
double-barrier problem
0 references
first-exit time
0 references
first-passage time
0 references
time-changed Brownian motion
0 references
barrier option
0 references
