Scientific article
A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary
ContributorsLeblanc, Barbara; Renault, Olivier; Scaillet, Olivier
Published inFinance and stochastics, vol. 4, no. 1, p. 109-111
Publication date2000
Affiliation entities
Citation (ISO format)
LEBLANC, Barbara, RENAULT, Olivier, SCAILLET, Olivier. A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary. In: Finance and stochastics, 2000, vol. 4, n° 1, p. 109–111. doi: 10.1007/s007800050007
Main files (1)
Article (Published version)
Identifiers
- PID : unige:41811
- DOI : 10.1007/s007800050007
Additional URL for this publicationhttp://link.springer.com/article/10.1007%2Fs007800050007#page-2
Journal ISSN0949-2984
