Abstract
For a given Markov process
Citation
M. H. A. Davis. M. R. Pistorius. "Explicit solution of an inverse first-passage time problem for Lévy processes and counterparty credit risk." Ann. Appl. Probab. 25 (5) 2383 - 2415, October 2015. https://doi.org/10.1214/14-AAP1051
Information