On the first passage problem for correlated Brownian motion

Statistics and Probability Letters

Volumn 80, Issue 5-6, 2010, Pages 277-284

  Metzler, Adam ^a  

^a UNIVERSITY OF WATERLOO   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 75049084170     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2009.11.001     Document Type: Article

References (12)

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