On first-crossing times of one-dimensional diffusions over two time-dependent boundaries

Stochastic Analysis and Applications

Volumn 18, Issue 2, 2000, Pages 179-200

  Abundo, Mario ^a  

^a UNIVERSITY OF ROME TOR VERGATA   (Italy)

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EID: 0034339347     PISSN: 07362994     EISSN: None     Source Type: Journal    
DOI: 10.1080/07362990008809663     Document Type: Article

References (20)

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