๐”– Bobbio Scriptorium
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Jump diffusion processes and their applications in insurance and finance

โœ Scribed by Jiwook Jang


Book ID
108153106
Publisher
Elsevier Science
Year
2007
Tongue
English
Weight
238 KB
Volume
41
Category
Article
ISSN
0167-6687

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๐Ÿ“œ SIMILAR VOLUMES


First passage time for multivariate jump
โœ Di Zhang; Roderick V. N. Melnik ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 188 KB

## Abstract The first passage time (FPT) problem is an important problem with a wide range of applications in science, engineering, economics, and industry. Mathematically, such a problem can be reduced to estimating the probability of a stochastic process first to reach a boundary level. In most i