Some integral functionals of reflected SDEs and their applications in finance
Author:
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/14697681003785926
Reference21 articles.
1. Transient behavior of regulated Brownian motion, I: Starting at the origin
2. Transient behavior of regulated Brownian motion, II: Non-zero initial conditions
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