ON FIRST-PASSAGE TIMES FOR ONE-DIMENSIONAL JUMP-DIFFUSION PROCESSES
M Abundo - math.uni.wroc.pl
Some problems of first-crossing times over two time-dependent boundaries for one-
dimensional jump-diffusion processes are considered. The moments of the first-crossing …
dimensional jump-diffusion processes are considered. The moments of the first-crossing …
[引用][C] On first-passage-times for one-dimensional jump-diffusion processes.
M Abundo - PROBABILITY AND MATHEMATICAL STATISTICS, 2000 - art.torvergata.it
On first-passage-times for one-dimensional jump-diffusion processes. IRIS IRIS Home Sfoglia
Macrotipologie & tipologie Autore Titolo Riviste Serie Settore Scientifico Disciplinare Tipologia …
Macrotipologie & tipologie Autore Titolo Riviste Serie Settore Scientifico Disciplinare Tipologia …
[引用][C] On first-passage times for one-dimensional jump-diffusion processes
M ABUNDO - Probab. Math. Statist., 2000 - cir.nii.ac.jp
On first-passage times for one-dimensional jump-diffusion processes | CiNii Research CiNii
国立情報学研究所 学術情報ナビゲータ[サイニィ] 詳細へ移動 検索フォームへ移動 論文・データを …
国立情報学研究所 学術情報ナビゲータ[サイニィ] 詳細へ移動 検索フォームへ移動 論文・データを …
On first-passage times for one-dimensional jump-diffusion processes
M Abundo - Probability and Mathematical Statistics, 2000 - yadda.icm.edu.pl
Some problems of first-crossing times over two time-dependent boundaries for one-
dimensional jump-diffusion processes are considered. The moments of the first-crossing …
dimensional jump-diffusion processes are considered. The moments of the first-crossing …
ON FIRST-PASSAGE TIMES FOR ONE-DIMENSIONAL JUMP-DIFFUSION PROCESSES
M Abundo - math.uni.wroc.pl
Some problems of first-crossing times over two time-dependent boundaries for one-
dimensional jump-diffusion processes are considered. The moments of the first-crossing …
dimensional jump-diffusion processes are considered. The moments of the first-crossing …