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"Computing the first passage time density of a time-dependent ..."
Edward Chi-Fai Lo, Cho-Hoi Hui (2006)
- Edward Chi-Fai Lo, Cho-Hoi Hui:
Computing the first passage time density of a time-dependent Ornstein-Uhlenbeck process to a moving boundary. Appl. Math. Lett. 19(12): 1399-1405 (2006)
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