A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary
Year of publication: |
2000
|
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Authors: | Leblanc, Boris ; Renault, Olivier ; Scaillet, Olivier |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 4.2000, 1, p. 109-111
|
Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Theorie | Theory |
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