A clarification note about hitting times densities for Ornstein-Uhlenbeck processes
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Date
2003-07Type
- Journal Article
ETH Bibliography
yes
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Publication status
publishedExternal links
Journal / series
Finance and StochasticsVolume
Pages / Article No.
Publisher
SpringerSubject
Hitting time; Ornstein-Uhlenbeck processOrganisational unit
02204 - RiskLab / RiskLab
Notes
Received March 2002, Revised July 2002.More
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ETH Bibliography
yes
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