On first hitting times for skew CIR processes (Q267888): Difference between revisions

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Property / author: Yong Jin Wang / rank
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Property / author: Yong Jin Wang / rank
 
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Property / full work available at URL: https://doi.org/10.1007/s11009-014-9406-7 / rank
 
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Property / OpenAlex ID: W2088372022 / rank
 
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Latest revision as of 18:14, 11 July 2024

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On first hitting times for skew CIR processes
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    On first hitting times for skew CIR processes (English)
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    12 April 2016
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    skew CIR processes
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    first hitting times
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    stochastic differential equation
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