A clarification note about hitting times densities for Ornstein-Uhlenbeck processes
Anja Göing-Jaeschke; Marc Yor
| Year of publication: |
2003
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|---|---|
| Authors: | Göing-Jaeschke, Anja ; Yor, Marc |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 7.2003, 3, p. 413-415
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| Subject: | Zinsstruktur | Yield curve | Optionspreistheorie | Option pricing theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001772723