On first passage times of a hyper-exponential jump diffusion process (Q1015316)
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scientific article; zbMATH DE number 5552076
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| English | On first passage times of a hyper-exponential jump diffusion process |
scientific article; zbMATH DE number 5552076 |
Statements
On first passage times of a hyper-exponential jump diffusion process (English)
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7 May 2009
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jump diffusion
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first passage times
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hyper-exponential distribution
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0.8649204969406128
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0.8094987273216248
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0.8020783066749573
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0.7972972989082336
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0.7954645156860352
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