On the Laplace transforms of the first exit times in one-dimensional non-affine jump-diffusion models (Q2520532)
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scientific article; zbMATH DE number 6664322
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| English | On the Laplace transforms of the first exit times in one-dimensional non-affine jump-diffusion models |
scientific article; zbMATH DE number 6664322 |
Statements
On the Laplace transforms of the first exit times in one-dimensional non-affine jump-diffusion models (English)
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15 December 2016
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jump-diffusion processes
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first-exit times
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Laplace transforms
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stochastic differential equations
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Brownian motions
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compound Poisson processes
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non-affine processes
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0.8434575796127319
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0.8180555701255798
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0.8103641867637634
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0.8059158325195312
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0.7977990508079529
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