Some integral functionals of reflected SDEs and their applications in finance

By Lijun Bo, Yongjin Wang, Xuewei Yang. 2011

59 citations recorded by the source corpus.

Subfields: Computer Networks and Communications, Condensed Matter Physics, Finance

View Paper: https://www.semanticscholar.org/paper/19138f3b996bc1f879dc8729e1828ea1f62cd1c8