On the First Passage time for Brownian Motion Subordinated by a Lévy Process (Q3621155)
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scientific article; zbMATH DE number 5543701
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | On the First Passage time for Brownian Motion Subordinated by a Lévy Process |
scientific article; zbMATH DE number 5543701 |
Statements
On the First Passage time for Brownian Motion Subordinated by a Lévy Process (English)
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14 April 2009
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Brownian motion
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first passage
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time change
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Lévy subordinator
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stopping time
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financial models
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0.7837792038917542
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0.758026659488678
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0.7541266679763794
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0.747505247592926
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0.7456309199333191
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