Ergodicity and First Passage Probability of Regime-Switching Geometric Brownian Motions
Crossref DOI link: https://doi.org/10.1007/s11401-018-0093-5
Published Online: 2018-10-15
Published Print: 2018-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Shao, Jinghai
Text and Data Mining valid from 2018-07-01
Article History
Received: 17 September 2014
Revised: 6 May 2016
First Online: 15 October 2018