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Kaushansky, Vadim
Lipton, Alexander
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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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Transition probability of Brownian motion in the octant and its application to default modelling
Kaushansky, Vadim
;
Lipton, Alexander
;
Reisinger, Christoph
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 434-465
Persistent link: https://www.econbiz.de/10012129173
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