Output details
10 - Mathematical Sciences
King's College London
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
Title of journal
Stochastic Processes and Their Applications
Article number
-
Volume number
121
Issue number
12
First page of article
2802
ISSN of journal
0304-4149
Year of publication
2011
Number of additional authors
0
Additional information
-
Interdisciplinary
-
Cross-referral requested
-
Research group
C - Financial Mathematics
Proposed double-weighted
No
Double-weighted statement
-
Reserve for a double-weighted output
No
Non-English
No
English abstract
-