Some new infinite series expansions for the first passage time densities in a jump diffusion model with phase-type jumps (Q2671877)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some new infinite series expansions for the first passage time densities in a jump diffusion model with phase-type jumps |
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Some new infinite series expansions for the first passage time densities in a jump diffusion model with phase-type jumps (English)
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3 June 2022
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jump diffusion model
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Laguerre series
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first passage time
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phase-type jumps
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