On first hitting times for skew CIR processes (Q267888): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q839741 |
||
Property / author | |||
Property / author: Yong Jin Wang / rank | |||
Revision as of 02:21, 21 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On first hitting times for skew CIR processes |
scientific article |
Statements
On first hitting times for skew CIR processes (English)
0 references
12 April 2016
0 references
skew CIR processes
0 references
first hitting times
0 references
stochastic differential equation
0 references