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dc.contributor | Universitat de Barcelona |
---|---|
dc.contributor.author | Masoliver, Jaume, 1951- |
dc.contributor.author | Perelló, Josep, 1974- |
dc.date | 2014-03-04T08:21:55Z |
dc.date | 2014-03-04T08:21:55Z |
dc.date | 2012 |
dc.date | 2014-03-04T08:21:55Z |
dc.identifier.citation | 1539-3755 |
dc.identifier.citation | 618608 |
dc.identifier.uri | http://hdl.handle.net/2445/50787 |
dc.format | 12 p. |
dc.format | application/pdf |
dc.language.iso | eng |
dc.publisher | American Physical Society |
dc.relation | Reproducció del document publicat a: http://dx.doi.org/10.1103/PhysRevE.86.041116 |
dc.relation | Physical Review E, 2012, vol. 86, p. 041116-1-041116-12 |
dc.relation | http://dx.doi.org/10.1103/PhysRevE.86.041116 |
dc.rights | (c) American Physical Society, 2012 |
dc.rights | info:eu-repo/semantics/openAccess |
dc.subject | Física matemàtica |
dc.subject | Processos estocàstics |
dc.subject | Mercat financer |
dc.subject | Mathematical physics |
dc.subject | Stochastic processes |
dc.subject | Financial market |
dc.title | First-passage and escape problems in the Feller process |
dc.type | info:eu-repo/semantics/article |
dc.type | info:eu-repo/semantics/publishedVersion |
dc.description.abstract |