Computing hitting time densities for CIR and OU diffusions : Applications to mean reverting models

• LINETSKY V.

Journal

• J. Comput. Finance

  J. Comput. Finance 7 1-22, 2004

Details

• CRID: 1570572700401695872
• NII Article ID: 10018920125
• Data Source:
  • CiNii Articles