Boris Leblanc, Olivier Renault, Olivier Scaillet. A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary. Finance and Stochastics, 4(1):109-111, 2000. [doi]
@article{LeblancRS00,
title = {A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary},
author = {Boris Leblanc and Olivier Renault and Olivier Scaillet},
year = {2000},
doi = {10.1007/s007800050007},
url = {http://dx.doi.org/10.1007/s007800050007},
researchr = {https://researchr.org/publication/LeblancRS00},
cites = {0},
citedby = {0},
journal = {Finance and Stochastics},
volume = {4},
number = {1},
pages = {109-111},
}