On first hitting times for skew CIR processes (Q267888)

From MaRDI portal
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
    0 references
    0 references
    0 references
    12 April 2016
    0 references
    0 references
    0 references
    0 references
    0 references
    skew CIR processes
    0 references
    first hitting times
    0 references
    stochastic differential equation
    0 references
    0 references