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isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Quantitative finance"
~person:"Kaushansky, Vadim"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Abel integral equation
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Cherkasov condition
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First hitting time density
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Method of heat potentials
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Quantitative finance
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On the first hitting time density for a reducible diffusion process
Lipton, Alexander
;
Kaushansky, Vadim
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 723-743
Persistent link: https://www.econbiz.de/10012262616
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