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dc.contributor.author
Patie, Pierre
dc.contributor.supervisor
Delbaen, Freddy
dc.date.accessioned
2017-06-13T04:55:31Z
dc.date.available
2017-06-13T04:55:31Z
dc.date.issued
2004
dc.identifier.uri
http://hdl.handle.net/20.500.11850/148598
dc.identifier.doi
10.3929/ethz-a-004946228
dc.format
application/pdf
dc.language.iso
en
dc.publisher
ETH Zürich
dc.rights.uri
http://rightsstatements.org/page/InC-NC/1.0/
dc.subject
WIENER-PROZESSE + BROWNSCHE BEWEGUNG (WAHRSCHEINLICHKEITSRECHNUNG)
dc.subject
LÉVYPROZESSE (STOCHASTISCHE PROZESSE)
dc.subject
DIFFUSIONSPROZESSE (WAHRSCHEINLICHKEITSRECHNUNG)
dc.subject
WIENER PROCESSES + BROWNIAN MOTION (PROBABILITY THEORY)
dc.subject
LÉVY PROCESSES (STOCHASTIC PROCESSES)
dc.subject
DIFFUSION PROCESSES (PROBABILITY THEORY)
dc.title
On some first passage time problems motivated by financial applications
dc.type
Doctoral Thesis
dc.rights.license
In Copyright - Non-Commercial Use Permitted
ethz.size
141 S.
ethz.code.ddc
DDC - DDC::5 - Science::510 - Mathematics
ethz.notes
Diss., Mathematische Wissenschaften, Eidgenössische Technische Hochschule ETH Zürich, Nr. 15834, 2005.
ethz.identifier.diss
15834
ethz.identifier.nebis
004946228
ethz.publication.place
Zürich
ethz.publication.status
published
ethz.leitzahl
03440 - Delbaen, Freddy
ethz.leitzahl.certified
03440 - Delbaen, Freddy
ethz.date.deposited
2017-06-13T04:56:57Z
ethz.source
ECOL
ethz.identifier.importid
imp59366a88b996084518
ethz.ecolpid
eth:27822
ethz.eth
yes
ethz.availability
Closed access
ethz.rosetta.installDate
2017-07-19T09:13:41Z
ethz.rosetta.lastUpdated
2020-02-15T02:12:33Z
ethz.rosetta.versionExported
true
ethz.COinS
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