A note on first passage functionals for hyper-exponential jump-diffusion processes (Q742961)
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scientific article; zbMATH DE number 6346851
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| English | A note on first passage functionals for hyper-exponential jump-diffusion processes |
scientific article; zbMATH DE number 6346851 |
Statements
A note on first passage functionals for hyper-exponential jump-diffusion processes (English)
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22 September 2014
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hyper-exponential jump-diffusion process
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two-sided exit problem
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first passage functional
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0.8649204969406128
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0.839411199092865
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0.8256837725639343
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0.8014886975288391
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0.7979995608329773
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