On the Laplace transforms of the first exit times in...

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Statistics & Probability Letters 2016 / 10

On the Laplace transforms of the first exit times in one-dimensional non-affine jump–diffusion models

Gapeev, Pavel V., Stoev, Yavor I.
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Language:
english
Journal:
Statistics & Probability Letters
DOI:
10.1016/j.spl.2016.10.011
Date:
October, 2016
File:
PDF, 526 KB
english, 2016
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