Some explicit results on one kind of sticky diffusion (Q5226248)
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scientific article; zbMATH DE number 7087499
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some explicit results on one kind of sticky diffusion |
scientific article; zbMATH DE number 7087499 |
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Some explicit results on one kind of sticky diffusion (English)
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31 July 2019
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sticky diffusion
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first hitting time
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Green's operator
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distributional properties
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option pricing
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