Hitting time and time change (Q4650906)
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scientific article; zbMATH DE number 2135225
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Hitting time and time change |
scientific article; zbMATH DE number 2135225 |
Statements
Hitting time and time change (English)
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18 February 2005
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Digital Option
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Soft Barrier
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Forward-neutral Measure
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Time Change
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Jump-diffusion Process
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0.8005620837211609
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0.7992018461227417
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0.784785807132721
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0.7776204943656921
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0.7752501368522644
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