Huang, Gang; Mandjes, Michel; Spreij, Peter - In: Statistica Neerlandica 68 (2014) 1, pp. 25-42
type="main" <p>This paper studies one-dimensional Ornstein–Uhlenbeck (OU) processes, with the distinguishing feature that they are reflected on a single boundary (put at level 0) or two boundaries (put at levels 0 and d 0). In the literature, they are referred to as reflected OU (ROU) and...</p>
