First Passage Times of Constant-Elasticity-of-Variance Processes with Two-Sided Reflecting Barriers

Lijun Bo, Chen Hao. First Passage Times of Constant-Elasticity-of-Variance Processes with Two-Sided Reflecting Barriers. J. Applied Probability, 49(4):1119-1133, 2012. [doi]

Authors

Lijun Bo

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Chen Hao

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