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A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary

✍ Scribed by B. Leblanc; O. Renault; O. Scaillet

Publisher: Springer-Verlag
Year: 2000
Tongue: English
Weight: 30 KB
Volume: 4
Category: Article
ISSN: 0949-2984
DOI: 10.1007/s007800050007

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