Approximating the randomized hitting time distribution of a non-stationary gamma process

JBG (Hans) Frenk, RP Nicolai

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageUndefined/Unknown
Place of Publication3000 DR Rotterdam
Number of pages31
EditionEconometric Institute Report EI 2007-18
Publication statusPublished - 2007

Publication series

SeriesEconometric Institute Report
VolumeEI 2007-18

Research programs

  • EUR ESE 32

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