Investigating the Distribution of the First-Crossing Area of a Diffusion Process with Jumps Over a Threshold
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Publication:3192801
DOI10.2174/1874114201307010018zbMath1322.60159arXiv1212.2592MaRDI QIDQ3192801
Publication date: 14 October 2015
Published in: The Open Applied Mathematics Journal (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1212.2592
60J60: Diffusion processes
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