On the First Time that a 3-D Bessel Bridge Hits a Boundary (Q3145423)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the First Time that a 3-D Bessel Bridge Hits a Boundary |
scientific article |
Statements
On the First Time that a 3-D Bessel Bridge Hits a Boundary (English)
0 references
20 December 2012
0 references
Bessel process
0 references
credit risk
0 references
Doob's \(h\)-transform
0 references
first hitting time
0 references
