Martingales and first-exit times for the Ornstein-Uhlenbeck process with jumps

Novikov, A

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Publisher:: Siam Publications
Publication Type:: Journal Article
Citation:: Theory of Probability and its Applications, 2003, 48 (2), pp. 340 - 358
Issue Date:: 2003-01

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Field	Value	Language
dc.contributor.author	Novikov, A https://orcid.org/0000-0001-8529-173X	en_US
dc.date.issued	2003-01	en_US
dc.identifier.citation	Theory of Probability and its Applications, 2003, 48 (2), pp. 340 - 358	en_US
dc.identifier.issn	0040-585X	en_US
dc.identifier.uri	http://hdl.handle.net/10453/3398
dc.publisher	Siam Publications	en_US
dc.relation.ispartof	Theory of Probability and its Applications	en_US
dc.subject.classification	Statistics & Probability	en_US
dc.title	Martingales and first-exit times for the Ornstein-Uhlenbeck process with jumps	en_US
dc.type	Journal Article
utslib.citation.volume	2	en_US
utslib.citation.volume	48	en_US
utslib.for	010205 Financial Mathematics	en_US
utslib.for	150201 Finance	en_US
utslib.for	010406 Stochastic Analysis and Modelling	en_US
utslib.for	0104 Statistics	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Science
pubs.organisational-group	/University of Technology Sydney/Faculty of Science/School of Mathematical and Physical Sciences
pubs.organisational-group	/University of Technology Sydney/Strength - QFRC - Quantitative Finance Research Centre
utslib.copyright.status	open_access
pubs.consider-herdc	true	en_US
pubs.issue	2	en_US
pubs.volume	48	en_US

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