Multiple Disorder Problems for Wiener Compound Poisson Processes With Exponential Jumps
Year of publication: |
2006-10-24
|
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Authors: | Gapeev, Pavel V. |
Institutions: | Sonderforschungsbereich Ökonomisches Risiko <Berlin> |
Subject: | Poisson-Prozess | Unordnung | Wiener-Prozess | Wiener process |
Extent: | 544768 bytes 19 p. application/pdf |
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Series: | Diskussionspapier ; 2006-074 |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Corporate finance and investment policy. Other aspects ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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