✦ LIBER ✦

First-passage probability, jump models, and intra-horizon risk

✍ Scribed by Gurdip Bakshi; George Panayotov

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Optimal risk probability for first passa

✍ Yonghui Huang; Xianping Guo 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 311 KB

First passage probability distributions

✍ W.Y. Tan 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 965 KB

A radial basis function approach to comp

✍ Luca Vincenzo Ballestra; Graziella Pacelli 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 242 KB

On perpetual American put valuation and

✍ Zhengjun Jiang; Martijn R. Pistorius 📂 Article 📅 2008 🏛 Springer-Verlag 🌐 English ⚖ 547 KB

Ages, extinction times, and first passag

✍ R.A. Littler; A.J. Good 📂 Article 📅 1978 🏛 Elsevier Science 🌐 English ⚖ 475 KB