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The one-sided barrier problem for an integrated ornstein-uhlenbeck process

  • Published:1991-01 Issue:3 Volume:7 Page:447-480
  • ISSN:0882-0287
  • Container-title:Communications in Statistics. Stochastic Models
  • language:en
  • Short-container-title:Communications in Statistics. Stochastic Models

Author:

Hesse C.H.

Publisher

Informa UK Limited

Subject

Modelling and Simulation

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