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FIRST PASSAGE TIMES OF (REFLECTED) ORNSTEIN-UHLENBECK PROCESSES OVER RANDOM JUMP BOUNDARIES
  • ISSN号：0021-9002
  • 期刊名称：Journal of Applied Probability
  • 时间：2011.9.9
  • 页码：723-732
  • 相关项目：基于反射扩散模式的汇率风险和违约风险研究
作者： Lijun Bo|Yongjin Wang|Xuewei Yang|
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基于反射扩散模式的汇率风险和违约风险研究
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