Distribution of the time to explosion for one-dimensional diffusions
Work
Year: 2015
Type: article
Authors Ioannis Karatzas, Johannes Ruf
Institutions Columbia University, University College London
Cites: 70
Cited by: 30
Related to: 10
FWCI: 5.365
Citation percentile (by year/subfield): 96.77
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze