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Exit problems for jump-diffusion processes with uniform jumps

Mario Lefebvre

Article (2020)

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Department: Department of Mathematics and Industrial Engineering
PolyPublie URL: https://publications.polymtl.ca/45414/
Journal Title: Journal of Stochastic Analysis (vol. 1, no. 1)
DOI: 10.31390/josa.1.1.05
Official URL: https://doi.org/10.31390/josa.1.1.05
Date Deposited: 18 Apr 2023 15:01
Last Modified: 25 Sep 2024 16:33
Cite in APA 7: Lefebvre, M. (2020). Exit problems for jump-diffusion processes with uniform jumps. Journal of Stochastic Analysis, 1(1). https://doi.org/10.31390/josa.1.1.05

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