"A correction note on the first passage time of an Ornstein-Uhlenbeck ..."

Boris Leblanc, Olivier Renault, Olivier Scaillet (2000)

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DOI: 10.1007/S007800050007

access: closed

type: Journal Article

metadata version: 2020-07-22

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Boris Leblanc, Olivier Renault, Olivier Scaillet:
A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary. Finance Stochastics 4(1): 109-111 (2000)

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