Arama Sonuçları - "linear diffusions"
Önerilen Konular
Önerilen Konular
- Laguerre series 1
- Laplace transform 1
- Lévy processes 1
- Padé approximations 1
- Parisian ruin 1
- Pollaczek–Khinchine formula 1
- Segerdahl process 1
- Sparre Andersen model 1
- Tricomi–Weeks Laplace inversion 1
- adjustment coefficient 1
- affine coefficients 1
- bankruptcy 1
- barrier strategies 1
- boundary-value problem 1
- capital injection constraint 1
- capital injections 1
- capital surplus process 1
- completely monotone distributions 1
- de Finetti valuation objective 1
- diffusion-type process 1
- dividend payment 1
- dividends 1
- drawdown 1
- drawdown process 1
- error bounds 1
- first crossing time 1
- first hitting time 1
- first passage 1
- fluctuation theory 1
- general tax structure 1
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Exit Problems for Lévy and Markov Processes with One-Sided Jumps and Related Topics
Baskı/Yayın Bilgisi 2022Konular: “…linear diffusions…”
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