FIRST PASSAGE TIMES FOR RISK-TRACKING PROXIES (Q5462701)
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scientific article; zbMATH DE number 2190897
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | FIRST PASSAGE TIMES FOR RISK-TRACKING PROXIES |
scientific article; zbMATH DE number 2190897 |
Statements
FIRST PASSAGE TIMES FOR RISK-TRACKING PROXIES (English)
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3 August 2005
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Hitting time
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soft barrier
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time change
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jump-diffusion
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shadow price
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