On first exit times and their means for Brownian bridges (Q5235049)
From MaRDI portal
scientific article; zbMATH DE number 7114082
Language | Label | Description | Also known as |
---|---|---|---|
English | On first exit times and their means for Brownian bridges |
scientific article; zbMATH DE number 7114082 |
Statements
On first exit times and their means for Brownian bridges (English)
0 references
7 October 2019
0 references
Bessel process
0 references
Black-Scholes model
0 references
Brownian motion
0 references
diffusion process
0 references
\(h\)-transform
0 references
last exit time
0 references
Poisson summation formula
0 references
0 references
0 references