A note on first passage functionals for hyper-exponential jump-diffusion processes (Q742961)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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