Publication:2888096
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zbMath1238.91068MaRDI QIDQ2888096
Barbara Martinucci, Antonio Di Crescenzo, Shelemyahu Zacks
Publication date: 30 May 2012
moment generating functiondamped processesexponential timesgeometric telegrapher's processlinear rateslog-logistic stationary distribution
Derivative securities (option pricing, hedging, etc.) (91G20) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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