Analysis of an Inverse First Passage Problem from Risk Management
Cheng, Lan, Chen, Xinfu, Chadam, John, Saunders, DavidVolume:
38
Language:
english
Journal:
SIAM Journal on Mathematical Analysis
DOI:
10.1137/050622651
Date:
January, 2006
File:
PDF, 297 KB
english, 2006