Series Expansions for the First Passage Distribution of Wong–Pearson Jump-Diffusions (Q3391780): Difference between revisions
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Revision as of 12:02, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Series Expansions for the First Passage Distribution of Wong–Pearson Jump-Diffusions |
scientific article |
Statements
Series Expansions for the First Passage Distribution of Wong–Pearson Jump-Diffusions (English)
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13 August 2009
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risk process
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ruin problem
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jump-diffusion with negative jumps
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Wong-Pearson diffusion
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first time passage problem
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