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Moments of First-Passage Places for Jump-Diffusion Processes

Mario Lefebvre

Article (2021)

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Department: Department of Mathematics and Industrial Engineering
PolyPublie URL: https://publications.polymtl.ca/44113/
Journal Title: Sankhya A (vol. 83, no. 1)
Publisher: Springer
DOI: 10.1007/s13171-019-00181-4
Official URL: https://doi.org/10.1007/s13171-019-00181-4
Date Deposited: 18 Apr 2023 15:00
Last Modified: 25 Sep 2024 16:31
Cite in APA 7: Lefebvre, M. (2021). Moments of First-Passage Places for Jump-Diffusion Processes. Sankhya A, 83(1), 245-253. https://doi.org/10.1007/s13171-019-00181-4

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