Large time and small noise asymptotic results for mean reverting diffusion processes with applications
| Year of publication: |
2000
|
|---|---|
| Authors: | Callen, Jeffrey ; Govindaraj, Suresh ; Xu, Lin |
| Published in: |
Economic theory. - Berlin : Springer, ISSN 0938-2259, ZDB-ID 10591102. - Vol. 16.2000, 2, p. 401-420
|