Amanote Research

Amanote Research

    RegisterSign In

Conditional Law of the Hitting Time for a Lévy Process in Incomplete Observation

Journal of Mathematical Finance
doi 10.4236/jmf.2015.55041
Full Text
Open PDF
Abstract

Available in full text

Date

January 1, 2015

Authors
Waly Ngom
Publisher

Scientific Research Publishing, Inc,


Related search

The Optimal Hedge Ratio in Option Pricing: The Case of Exponentially Truncated Lévy Stable Distribution

Theoretical Economics Letters
2014English

L\'{e}vy Process, Proportional Transaction Costs and Foreign Exchange

Journal of Mathematics Research
2017English

First Hitting Time of the Boundary of a Wedge of Angle Pi/4 by a Radial Dunkl Process

Alea
StatisticsProbability
2017English

Mixed Hitting-Time Models

Working Paper Series
2007English

MMSE Estimation of Sparse Lévy Processes

IEEE Transactions on Signal Processing
Electronic EngineeringSignal ProcessingElectrical
2013English

(233)Concentration of Vitamin a by the Solvent Process II

The Journal of the Society of Chemical Industry, Japan
1952English

Lévy Femtoscopy With PHENIX at RHIC

2017English

A Signal Processing Method: Detection of Lévy Flights in Chaotic Trajectories

2012English

Mind the Gap - Robotic Grasping Under Incomplete Observation

2011English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy