First Exit and Optimization Problems for a CIR Diffusion Process

Mario Lefebvre and Romain Mrad

Article (2025)

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Department:	Department of Mathematics and Industrial Engineering
PolyPublie URL:	https://publications.polymtl.ca/65906/
Journal Title:	WSEAS Transactions on Mathematics (vol. 24)
Publisher:	WSEAS
DOI:	10.37394/23206.2025.24.36
Official URL:	https://doi.org/10.37394/23206.2025.24.36
Date Deposited:	03 Jun 2025 11:33
Last Modified:	03 Jun 2025 11:33

Cite in APA 7:	Lefebvre, M., & Mrad, R. (2025). First Exit and Optimization Problems for a CIR Diffusion Process. WSEAS Transactions on Mathematics, 24, 382-388. https://doi.org/10.37394/23206.2025.24.36
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