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On a first hitting place problem for the two-dimensional Cox-Ingersoll-Ross process

J.-L. Guilbault and Mario Lefebvre

Article (2001)

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Additional Information: Revue sans comité de lecture
Department: Department of Mathematics and Industrial Engineering
PolyPublie URL: https://publications.polymtl.ca/42887/
Journal Title: Actuarial Research Clearing House (vol. 2001.2)
Date Deposited: 18 Apr 2023 15:21
Last Modified: 25 Sep 2024 16:29
Cite in APA 7: Guilbault, J.-L., & Lefebvre, M. (2001). On a first hitting place problem for the two-dimensional Cox-Ingersoll-Ross process. Actuarial Research Clearing House, 2001.2.

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