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First passage time
33
Stochastic process
14
Stochastischer Prozess
13
First-passage time
9
Option pricing theory
9
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9
Mean first-passage time
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first passage time
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Abundo, Mario
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Chełminiak, Przemysław
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30
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RePEc
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ECONIS (ZBW)
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Young people between education and the labour market during the COVID-19 pandemic in Italy
Fiaschi, Davide
;
Tealdi, Cristina
- In:
International journal of manpower
43
(
2022
)
7
,
pp. 1719-1757
Persistent link: https://www.econbiz.de/10013531906
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2
Closed form valuation of barrier options with stochastic barriers
Guillaume, Tristan
- In:
Risk management decisions and value under uncertainty
,
(pp. 1021-1050)
.
2022
Persistent link: https://www.econbiz.de/10013342082
Saved in:
3
Why does a human die? : a structural approach to cohort-wise mortality prediction under survival energy hypothesis
Shimizu, Yasutaka
;
Minami, Yuki
;
Ito, Ryunosuke
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
1
,
pp. 191-219
Persistent link: https://www.econbiz.de/10012437278
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4
The likelihood of mixed hitting times
Abbring, Jaap H.
;
Salimans, Tim
- In:
Journal of econometrics
223
(
2021
)
2
,
pp. 361-375
Persistent link: https://www.econbiz.de/10012619975
Saved in:
5
Weak limits of random coefficient autoregressive processes and their application in ruin theory
Dong, Y.
;
Spielmann, J.
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012241966
Saved in:
6
Analytical path-integral pricing of deterministic moving-barrier options under non-gaussian distributions
Catalão, André
;
Rosenfeld, Rogério
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-52
Persistent link: https://www.econbiz.de/10012270883
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7
Structural pricing of CoCos and deposit insurance with regime switching and jumps
Le Courtois, Olivier
;
Su, Xiaoshan
- In:
Asia Pacific financial markets
27
(
2020
)
4
,
pp. 477-520
Persistent link: https://www.econbiz.de/10012390326
Saved in:
8
On the definition of the investment-uncertainty relationship
Gutiérrez, Oscar
- In:
Journal of economics & business
112
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012518300
Saved in:
9
Tempered stable process,
first
passage
time
, and path-dependent option pricing
Kim, Young Shin
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 187-215
Persistent link: https://www.econbiz.de/10011993461
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10
A novel measure of liquidity premium : application to the Korean stock market
Hur, Seok-kyun
;
Chung, Chune Young
- In:
Applied economics letters
25
(
2018
)
3
,
pp. 211-215
Persistent link: https://www.econbiz.de/10011853844
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