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First passage times of reflected Ornstein-Uhlenbeck processes with two-sided jumps
  • ISSN号：0257-0130
  • 期刊名称：Queueing Systems
  • 时间：2013.1.1
  • 页码：105-118
  • 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： Bo, Lijun|
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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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FIRST PASSAGE TIMES OF (REFLECTED) ORNSTEIN-UHLENBECK PROCESSES OVER RANDOM JUMP BOUNDARIES