Pages that link to "Item:Q2520532"

The following pages link to On the Laplace transforms of the first exit times in one-dimensional non-affine jump-diffusion models (Q2520532):

Displaying 3 items.

• On Chernoff's test for a fractional Brownian motion (Q2001264) (← links)
• ON SOME FUNCTIONALS OF THE FIRST PASSAGE TIMES IN MODELS WITH SWITCHING STOCHASTIC VOLATILITY (Q4608109) (← links)
• On some functionals of the first passage times in jump models of stochastic volatility (Q5206083) (← links)