A note on first passage functionals for hyper-exponential jump-diffusion processes (Q742961)

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A note on first passage functionals for hyper-exponential jump-diffusion processes
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    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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