On First Hitting Times for Skew CIR Processes

Methodology and Computing in Applied Probability 2016 / 3 Vol. 18; Iss. 1

On First Hitting Times for Skew CIR Processes

Song, Shiyu, Xu, Guangli, Wang, Yongjin
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Volume:
18
Language:
english
Journal:
Methodology and Computing in Applied Probability
DOI:
10.1007/s11009-014-9406-7
Date:
March, 2016
File:
PDF, 467 KB
english, 2016
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