Suxin Wang, Shiyu Song, Yongjin Wang. Skew Ornstein-Uhlenbeck processes and their financial applications. J. Computational Applied Mathematics, 273:363-382, 2015. [doi]
@article{WangSW15,
title = {Skew Ornstein-Uhlenbeck processes and their financial applications},
author = {Suxin Wang and Shiyu Song and Yongjin Wang},
year = {2015},
doi = {10.1016/j.cam.2014.06.023},
url = {http://dx.doi.org/10.1016/j.cam.2014.06.023},
researchr = {https://researchr.org/publication/WangSW15},
cites = {0},
citedby = {0},
journal = {J. Computational Applied Mathematics},
volume = {273},
pages = {363-382},
}