Pages that link to "Item:Q4918578"
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The following pages link to The Laplace Transform of Hitting Times of Integrated Geometric Brownian Motion (Q4918578):
Displayed 5 items.
- An identity of hitting times and its application to the valuation of guaranteed minimum withdrawal benefit (Q253095) (← links)
- A structural framework for modelling contingent capital (Q4555125) (← links)
- INTEGRAL REPRESENTATION OF PROBABILITY DENSITY OF STOCHASTIC VOLATILITY MODELS AND TIMER OPTIONS (Q4602498) (← links)
- Efficiency of institutional spending and investment rules (Q5117681) (← links)
- Exact solution to a first-passage problem for an Ornstein-Uhlenbeck process with jumps and its integral (Q6192371) (← links)