A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary
| Year of publication: |
2000
|
|---|---|
| Authors: | Leblanc, B. ; Renault, O. ; Scaillet, O. |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 4.2000, 1, p. 109
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