"A Discrete Time Approach for Modeling Two-Factor Mean-Reverting Stochastic ..."

Warren J. Hahn, James S. Dyer (2011)

> Home

Details and statistics

DOI: 10.1287/DECA.1110.0209

access: closed

type: Journal Article

metadata version: 2020-07-22

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/da/HahnD11
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/da/HahnD11
Warren J. Hahn, James S. Dyer:
A Discrete Time Approach for Modeling Two-Factor Mean-Reverting Stochastic Processes. Decis. Anal. 8(3): 220-232 (2011)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.