"A clarification note about hitting times densities for Ornstein-Uhlenbeck ..."

Anja Göing-Jaeschke, Marc Yor (2003)

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DOI: 10.1007/S007800200092

access: closed

type: Journal Article

metadata version: 2020-07-22

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Anja Göing-Jaeschke, Marc Yor:
A clarification note about hitting times densities for Ornstein-Uhlenbeck processes. Finance Stochastics 7(3): 413-415 (2003)

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