First Passage Times of Constant-Elasticity-of-Variance Processes with Two-Sided Reflecting Barriers (Q4903046)
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scientific article; zbMATH DE number 6127048
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| default for all languages | No label defined |
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| English | First Passage Times of Constant-Elasticity-of-Variance Processes with Two-Sided Reflecting Barriers |
scientific article; zbMATH DE number 6127048 |
Statements
First Passage Times of Constant-Elasticity-of-Variance Processes with Two-Sided Reflecting Barriers (English)
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19 January 2013
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first passage time
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CEV process
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reflecting barrier
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0.92298305
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0.9096426
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0.9089711
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0.90198845
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0.89338064
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0.8880397
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0.8877708
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