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"First Passage Times of Constant-Elasticity-of-Variance Processes with ..."

Lijun Bo, Chen Hao (2012)

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DOI: 10.1017/S0021900200012912

access: closed

type: Journal Article

metadata version: 2020-04-16

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Lijun Bo, Chen Hao:
First Passage Times of Constant-Elasticity-of-Variance Processes with Two-Sided Reflecting Barriers. J. Appl. Probab. 49(4): 1119-1133 (2012)

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