"On first passage times of a hyper-exponential jump diffusion process."

Ning Cai (2009)

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DOI: 10.1016/J.ORL.2009.01.002

access: closed

type: Journal Article

metadata version: 2017-05-27

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Ning Cai:
On first passage times of a hyper-exponential jump diffusion process. Oper. Res. Lett. 37(2): 127-134 (2009)

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