First exit-time analysis for an approximate Barndorff-Nielsen and
Shephard model with stationary self-decomposable variance process
Preprint
Awasthi, Shantanu, SenGupta, Indranil. (2020). First exit-time analysis for an approximate Barndorff-Nielsen and
Shephard model with stationary self-decomposable variance process
.
Awasthi, Shantanu, SenGupta, Indranil. (2020). First exit-time analysis for an approximate Barndorff-Nielsen and
Shephard model with stationary self-decomposable variance process
.