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B. Bercu

  1. Sharp Large Deviations for the Ornstein--Uhlenbeck Process
    2002/01/01 by Bernard Bercu, B. Bercu, Alain Rouault +1 · 3 citations
    Decision Sciences · Economics, Econometrics and Finance · Mathematics · #Probability and Risk Models #Random Matrices and Applications #Stochastic processes and financial applications