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First hitting time and place for the integrated geometric brownian motion

Mario Lefebvre

Presentation (2002)

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Department: Department of Mathematics and Industrial Engineering
PolyPublie URL: https://publications.polymtl.ca/42743/
Conference Title: 19th Nordic Conference on Mathematical Statistics
Conference Location: Stockholm, Suède
Conference Date(s): 2002-06-01 - 2002-06-30
Date Deposited: 18 Apr 2023 15:20
Last Modified: 25 Sep 2024 16:29
Cite in APA 7: Lefebvre, M. (2002, June). First hitting time and place for the integrated geometric brownian motion [Presentation]. In 19th Nordic Conference on Mathematical Statistics, Stockholm, Suède.

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