On the Monitoring Error of the Supremum of a Normal Jump Diffusion Process (Q3108472): Difference between revisions

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Latest revision as of 20:02, 4 July 2024

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On the Monitoring Error of the Supremum of a Normal Jump Diffusion Process
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    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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