On first hitting times for skew CIR processes (Q267888)
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scientific article; zbMATH DE number 6567260
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On first hitting times for skew CIR processes |
scientific article; zbMATH DE number 6567260 |
Statements
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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0.8371530771255493
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0.8318569660186768
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0.8137970566749573
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0.7903003692626953
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