A clarification note about hitting times densities for Ornstein-Uhlenbeck processes

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Publication:1776005

DOI10.1007/S007800200092zbMATH Open1064.60026OpenAlexW2083953899MaRDI QIDQ1776005FDOQ1776005


Authors: Anja Göing-Jaeschke, Marc Yor Edit this on Wikidata


Publication date: 20 May 2005

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s007800200092




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