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]
@article{BoH12,
title = {First Passage Times of Constant-Elasticity-of-Variance Processes with Two-Sided Reflecting Barriers},
author = {Lijun Bo and Chen Hao},
year = {2012},
doi = {10.1017/S0021900200012912},
url = {http://dx.doi.org/10.1017/S0021900200012912},
researchr = {https://researchr.org/publication/BoH12},
cites = {0},
citedby = {0},
journal = {J. Applied Probability},
volume = {49},
number = {4},
pages = {1119-1133},
}