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Centre for Mathematical Physics and Stochastics
Department of Mathematical Sciences, University of Aarhus

Funded by The Danish National Research Foundation

MPS-RR 2002-10
April 2002

A Clarification about Hitting Times Densities for Ornstein-Uhlenbeck Processes


Anja Göing-Jaeschke, Marc Yor

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This paper has now been published in Finance and Stochastics 7, 413-415 (2003)