The Hitting Time Density for a Reflected Brownian Motion
| Year of publication: |
2012
|
|---|---|
| Authors: | Hu, Qin ; Wang, Yongjin ; Yang, Xuewei |
| Published in: |
Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 40.2012, 1, p. 1-18
|
| Publisher: |
Society for Computational Economics - SCE |
| Subject: | Reflected Brownian motion | Hitting time | Distribution function | Density function | Spectral representation | Bankrupt probability | defaultable bond |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010866828