The Hitting Time Density for a Reflected Brownian Motion

Computational Economics 2012 / 06 Vol. 40; Iss. 1

The Hitting Time Density for a Reflected Brownian Motion

Qin Hu, Yongjin Wang, Xuewei Yang
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Volume:
40
Language:
english
Pages:
18
DOI:
10.1007/s10614-011-9264-0
Date:
June, 2012
File:
PDF, 408 KB
english, 2012
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