Pages that link to "Item:Q748309"

The following pages link to Explicit solution of an inverse first-passage time problem for Lévy processes and counterparty credit risk (Q748309):

Displaying 2 items.

• Killed Brownian motion with a prescribed lifetime distribution and models of default (Q2443183) (← links)
• The inverse first passage time problem for killed Brownian motion (Q2657909) (← links)