Exact solutions to first-passage problems for jump-diffusion processes

Mario Lefebvre

Article (2024)

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Department:	Department of Mathematics and Industrial Engineering
PolyPublie URL:	https://publications.polymtl.ca/58916/
Journal Title:	Bulletin of the Polish Academy of Sciences
Publisher:	Institute of Mathematics
DOI:	10.4064/ba190812-11-6
Official URL:	https://doi.org/10.4064/ba190812-11-6
Date Deposited:	29 Jul 2024 13:39
Last Modified:	29 Jul 2024 13:40

Cite in APA 7:	Lefebvre, M. (2024). Exact solutions to first-passage problems for jump-diffusion processes. Bulletin of the Polish Academy of Sciences, 15 pages. https://doi.org/10.4064/ba190812-11-6
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