First exit times for compound Poisson dams with a general release rule
Year of publication: |
2007
|
---|---|
Authors: | Lee, Jiyeon |
Published in: |
Mathematical Methods of Operations Research. - Springer. - Vol. 65.2007, 1, p. 169-178
|
Publisher: |
Springer |
Subject: | First exit times | Compound Poisson dams | Wet periods | Laplace transforms |
-
First exit times for compound Poisson dams with a general release rule
Lee, Jiyeon, (2007)
-
On some functionals of the first passage times in models with switching stochastic volatility
Gapeev, Pavel V., (2018)
-
Abro, Kashif Ali, (2019)
- More ...
-
On the three-person game baccara banque
Ethier, Stewart N., (2015)
-
On the three-person game baccara banque
Ethier, Stewart N., (2015)
-
The evolution of the game of baccarat
Ethier, Stewart N., (2015)
- More ...