Series Expansions for the First Passage Distribution of Wong–Pearson Jump-Diffusions (Q3391780): 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/10.1080/07362990902976611 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2026989317 / rank | |||
Normal rank | |||
Revision as of 03:05, 20 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)
0 references
13 August 2009
0 references
risk process
0 references
ruin problem
0 references
jump-diffusion with negative jumps
0 references
Wong-Pearson diffusion
0 references
first time passage problem
0 references
