Smooth-pasting property on reflected Lévy processes and its applications in credit risk modeling

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Publication:477067

DOI10.1007/S11425-014-4802-6zbMATH Open1307.60056OpenAlexW1973577318MaRDI QIDQ477067FDOQ477067


Authors: Xuewei Yang, Lijun Bo Edit this on Wikidata


Publication date: 2 December 2014

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-014-4802-6




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