Sur certains problemes de premier temps de passage motives par des applications financieres
From both theoretical and applied perspectives, first passage<br />time problems for random processes are challenging and of great<br />interest. In this thesis, our contribution consists on providing<br />explicit or quasi-explicit solutions for these problems in two<br />di...
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| Language: | ENG |
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2004
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| Online Access: | http://tel.archives-ouvertes.fr/tel-00009074 http://tel.archives-ouvertes.fr/docs/00/04/79/89/PDF/tel-00009074.pdf |