Explicit solution of an inverse first-passage time problem...

The Annals of Applied Probability 2015 / 10 Vol. 25; Iss. 5

Explicit solution of an inverse first-passage time problem for Lévy processes and counterparty credit risk

Davis, M. H. A., Pistorius, M. R.
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
25
Language:
english
Journal:
The Annals of Applied Probability
DOI:
10.1214/14-AAP1051
Date:
October, 2015
File:
PDF, 351 KB
english, 2015
Conversion to is in progress
Conversion to is failed