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~person:"Lipton, Alexander"
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Abel integral equation
2
Cherkasov condition
2
Method of heat potentials
2
Ornstein-Uhlenbeck process
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Volterra integral equation
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First hitting time density
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Option pricing theory
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Stefan problem
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first hitting time density
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integrate-and-fire neuron excitation model
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stability of banking system
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Lipton, Alexander
Abbring, Jaap H.
7
Nicolai, R.P.
4
Gapeev, Pavel V.
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Jun, Doobae
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International journal of theoretical and applied finance
1
Quantitative finance
1
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ECONIS (ZBW)
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Old problems, classical methods, new solutions
Lipton, Alexander
- In:
International journal of theoretical and applied finance
23
(
2020
)
4
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012284595
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2
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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