Joint distribution of first-passage time and first-passage area of certain Lévy processes (Q2176370)
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scientific article; zbMATH DE number 7196064
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| default for all languages | No label defined |
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| English | Joint distribution of first-passage time and first-passage area of certain Lévy processes |
scientific article; zbMATH DE number 7196064 |
Statements
Joint distribution of first-passage time and first-passage area of certain Lévy processes (English)
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4 May 2020
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first-passage time
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first-passage area
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jump-diffusion
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Lévy process
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0.8080565333366394
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0.7973194718360901
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0.7874693274497986
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0.7865131497383118
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