Deviation inequalities for exponential jump-diffusion processes (Q3077868)
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scientific article; zbMATH DE number 5855953
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| English | Deviation inequalities for exponential jump-diffusion processes |
scientific article; zbMATH DE number 5855953 |
Statements
22 February 2011
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exponential jump-diffusion process
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deviation inequalities
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forward/backward stochastic calculus
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0.8782358169555664
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0.7861825823783875
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0.7823854684829712
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0.7758617997169495
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