Two-Sided Reflection Problem for the Markov Modulated Brownian Motion Working Papers uri icon

authors

  • D AURIA, BERNARDO
  • KELLA, OFFER
  • IVANOVS, JEVGENIJS
  • MANDJES, MICHEL

publication date

  • 2010

series title

  • UC3M Working papers. Statistics and Econometrics

series number

  • 10-40-24