Exit times, undershoots and overshoots for reflected CIR process with two-sided jumps (Q2195953)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exit times, undershoots and overshoots for reflected CIR process with two-sided jumps |
scientific article |
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Exit times, undershoots and overshoots for reflected CIR process with two-sided jumps (English)
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28 August 2020
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reflected CIR jump process
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contour integrals
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exit time
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undershoot
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overshoot
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