On the Monitoring Error of the Supremum of a Normal Jump Diffusion Process (Q3108472): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Monitoring Error of the Supremum of a Normal Jump Diffusion Process |
scientific article |
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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