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 |
Other Persons: | Scaillet, O. (contributor) ; Renault, Olivier (contributor) |
Publisher: |
[2000]: [S.l.] : SSRN |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Notes: | In: Finance and Stochastics, Vol. 4, Iss. 1 Volltext nicht verfügbar |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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