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Exact solutions to first-passage problems for jump-diffusion processes.
- Source :
- Bulletin of the Polish Academy of Sciences: Mathematics; 2024, Vol. 72 Issue 1, p81-95, 15p
- Publication Year :
- 2024
Details
- Language :
- English
- ISSN :
- 02397269
- Volume :
- 72
- Issue :
- 1
- Database :
- Complementary Index
- Journal :
- Bulletin of the Polish Academy of Sciences: Mathematics
- Publication Type :
- Academic Journal
- Accession number :
- 180717921
- Full Text :
- https://doi.org/10.4064/ba190812-11-6