A Time-Homogeneous Diffusion Model with Tax (Q4918572)
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scientific article; zbMATH DE number 6157738
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Time-Homogeneous Diffusion Model with Tax |
scientific article; zbMATH DE number 6157738 |
Statements
A Time-Homogeneous Diffusion Model with Tax (English)
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25 April 2013
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diffusion
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hitting time
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Laplace transform
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Markov property
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tax
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two-sided exit problem
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