The likelihood of mixed hitting times (Q2043238)

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The likelihood of mixed hitting times
scientific article

    Statements

    title
    The likelihood of mixed hitting times (English)
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    author
    Jaap H. Abbring
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    Tim Salimans
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    publication date
    30 July 2021
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    zbMATH Keywords
    duration analysis
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    first passage time
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    identification
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    Laplace transform
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    Lévy process
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    maximum likelihood
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    Mellin's inverse formula
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    mixture
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    optimal stopping
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    strike duration
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    cites work
    Q4888858
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    Microeconometrics
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    Q3286690
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    Q5654899
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    Q5528194
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    Q2770571
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    Q5624436
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    Q5491447
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    Q3549439
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    Identifiers

    zbMATH DE Number
    7376498
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    OpenAlex ID
    W2186102378
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