Pages that link to "Item:Q4918578"

The following pages link to The Laplace Transform of Hitting Times of Integrated Geometric Brownian Motion (Q4918578):

Displaying 2 items.

• An identity of hitting times and its application to the valuation of guaranteed minimum withdrawal benefit (Q253095) (← links)
• Exact solution to a first-passage problem for an Ornstein-Uhlenbeck process with jumps and its integral (Q6192371) (← links)