Distributions of the location of maximuma and minimuma for diffusions with jumps
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Recommendations
- Distributions of functionals of diffusions with jumps stopped at the location of the maximum or minimum
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- On the first exit time from an interval for diffusions with jumps
- scientific article; zbMATH DE number 5029465
Cites work
- scientific article; zbMATH DE number 1817636 (Why is no real title available?)
- Distribution of functionals of some processes with independent increments
- Distributions of functionals of bridges of diffusions with jumps
- Distributions of functionals of diffusions with jumps
- On the first exit time from an interval for diffusions with jumps
- On the joint distribution of the maximum and its location for a linear diffusion
- Ruin Probabilities for Levy Processes with Mixed-Exponential Negative Jumps
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