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The Digital Institutional Repository of IIM Bangalore
This repository provides metadata of IIMB Publications and aimed at creating and preserving an archive of Institution scholarship. IIMB Publications include Articles, Working Papers (FULL TEXT), Book Chapters published by Faculty, Doctoral Dissertations by FPM Scholars and Project reports of Students enrolled in various courses of IIMB.
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https://repository.iimb.ac.in/handle/2074/14259| Title: | First passage time probabilities for pearson diffusion process with application to options | Authors: | Patra, Saswat Bhattacharyya, Malay |
Keywords: | Stochastic process;Markov processes;Pearson diffusion;Markov chain | Issue Date: | 2017 | Conference: | 8th Conference on Excellence in Research and Education (CERE), 4-7 May, 2017, IIM Indore | URI: | https://repository.iimb.ac.in/handle/2074/14259 |
| Appears in Collections: | 2010-2019 P |
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