A note on first-passage times of continuously time-changed Brownian motion (Q654495): Difference between revisions
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Revision as of 09:53, 30 January 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)
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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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