First Exit-Time Analysis for an Approximate Barndorff-Nielsen and Shephard Model with Stationary Self-Decomposable Variance Process
Article
Awasthi, Shantanu, SenGupta, Indranil. (2021). First Exit-Time Analysis for an Approximate Barndorff-Nielsen and Shephard Model with Stationary Self-Decomposable Variance Process
. 2(1), 10.31390/josa.2.1.05
Awasthi, Shantanu, SenGupta, Indranil. (2021). First Exit-Time Analysis for an Approximate Barndorff-Nielsen and Shephard Model with Stationary Self-Decomposable Variance Process
. 2(1), 10.31390/josa.2.1.05