On the Monitoring Error of the Supremum of a Normal Jump Diffusion Process (Q3108472): Difference between revisions
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Revision as of 20:19, 19 March 2024
scientific article
Language | Label | Description | Also known as |
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English | On the Monitoring Error of the Supremum of a Normal Jump Diffusion Process |
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Statements
On the Monitoring Error of the Supremum of a Normal Jump Diffusion Process (English)
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4 January 2012
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Merton model
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supremum
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discrete monitoring
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Spitzer's identity
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Riemann zeta function
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