First hitting time models for the generalized inverse Gaussian distribution

Author:

Barndorff-Nielsen O.,BlÆsild P.,Halgreen C.

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference7 articles.

1. Exponentially decreasing log-size distributions;Barndorff-Nielsen;Proc. Roy. Soc. London Ser. A,1977

2. Infinite divisibility of the hyperbolic and generalized inverse Gaussian distributions;Barndorff-Nielsen;Z. Wahrscheinlichkeitstheorie und Verw. Gebiete,1977

3. The Theory of Stochastic Processes;Cox,1965

4. Diffusion Processes and Their Sample Paths;Ito,1965

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