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On some first passage time problems motivated by financial applications
| Metadata Label | Value |
|---|---|
| Author(s): | Patie, Pierre |
| Publisher: | Unknown |
| Citation: | Patie, Pierre. On some first passage time problems motivated by financial applications. (2004). http://dx.doi.org/10.3929/ethz-a-004946228 |
| Document Type: | Doctoral and Habilitation Theses |
| Documents: |
Abstract
(206.79KB) |
Detailed Information
| Metadata | Description |
|---|---|
| Title | On some first passage time problems motivated by financial applications |
| Author(s) | Patie, Pierre |
| Publication Place | Zürich |
| Publication Date | 2004 |
| Notes | Diss., Mathematische Wissenschaften, Eidgenössische Technische Hochschule ETH Zürich, Nr. 15834, 2005 |
| Language | English |
| DOI | http://dx.doi.org/10.3929/ethz-a-004946228 |
| Subject(s) | Mathematical Statistics |
| Keyword(s) |
WIENER PROCESSES BROWNIAN MOTION PROBABILITY THEORY LÉVY PROCESSES STOCHASTIC PROCESSES DIFFUSION PROCESSES |
| Description | File Name | MIME Type | Size |
|---|---|---|---|
| Abstract |
eth-27822-01.pdf |
application/pdf | 206.79KB |
| Description | URL |
|---|---|
| NEBIS Link | http://opac.nebis.ch/F/?local_base=NEBIS&func=find-b&find_code=SYS&request=004946228 |
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E-Collection record created: Sat, 19 Apr 2008, 02:56:03 CET