Work

The first passage problem for generalized Ornstein-Uhlenbeck processes with non-positive jumps

Year: 1985

Type: book-chapter

Source: Lecture notes in mathematics

DOI: 10.1007/bfb0075840

Author: Dimitar I. Hadjiev

Institutions: Bulgarian Academy of Sciences, Institute of Mathematics and Informatics

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W142884483

FWCI:

Cites: 5

Cited by: 30

Related to: 10