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Output details

10 - Mathematical Sciences

Output 2 of 164 in the submission

Article title

A diffusion-type process with a given joint law for the terminal level and supremum at an independent exponential time

Type

D - Journal article

DOI

Title of journal

Stochastic Processes and Their Applications

Article number

Volume number

121

Issue number

First page of article

2802

ISSN of journal

0304-4149

Year of publication

2011

URL

Number of additional authors

Additional information

Interdisciplinary

Cross-referral requested

Research group

C - Financial Mathematics

Proposed double-weighted

Double-weighted statement

Reserve for a double-weighted output

Non-English

English abstract