Double-barrier first-passage times of jump-diffusion processes
Details
Serval ID
serval:BIB_C48D3A07ABD2
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Title
Double-barrier first-passage times of jump-diffusion processes
Journal
Monte Carlo Methods and Applications
Publication state
Published
Issued date
2013
Volume
19
Number
2
Pages
107-141
Language
english
Publisher's website
Create date
08/09/2021 11:36
Last modification date
19/09/2021 6:36
Usage data
