Exact solutions of some exit times for the diffusion risk model with liquid reserves, credit and debit interest (Q5083889)
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scientific article; zbMATH DE number 7545490
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| English | Exact solutions of some exit times for the diffusion risk model with liquid reserves, credit and debit interest |
scientific article; zbMATH DE number 7545490 |
Statements
Exact solutions of some exit times for the diffusion risk model with liquid reserves, credit and debit interest (English)
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21 June 2022
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exit times
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strong Markov property
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confluent hypergeometric functions
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operators
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martingale
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0.7843272686004639
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0.7715713381767273
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0.7698379755020142
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0.7580718398094177
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0.7518420219421387
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