On the First Passage time for Brownian Motion Subordinated by a Lévy Process (Q3621155)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the First Passage time for Brownian Motion Subordinated by a Lévy Process |
scientific article |
Statements
On the First Passage time for Brownian Motion Subordinated by a Lévy Process (English)
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14 April 2009
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Brownian motion
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first passage
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time change
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Lévy subordinator
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stopping time
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financial models
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