An Omega model for a jump-diffusion process (Q5260200)
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scientific article; zbMATH DE number 6453599
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An Omega model for a jump-diffusion process |
scientific article; zbMATH DE number 6453599 |
Statements
29 June 2015
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Omega model
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bankruptcy rate function
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jump-diffusion process
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occupation time
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0.8846724629402161
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0.8591480851173401
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0.8288252353668213
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0.8222708106040955
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0.8184307217597961
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