Pages that link to "Item:Q2443183"
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The following pages link to Killed Brownian motion with a prescribed lifetime distribution and models of default (Q2443183):
Displaying 3 items.
- Explicit solution of an inverse first-passage time problem for Lévy processes and counterparty credit risk (Q748309) (← links)
- The inverse first passage time problem for killed Brownian motion (Q2657909) (← links)
- An elementary approach to the inverse first-passage-time problem for soft-killed Brownian motion (Q6198977) (← links)