Iterative algorithm for the first passage time distribution in a jump–diffusion model with regime-switching, and its applications
Kim, Jerim, Kim, Bara, Wee, In-SukVolume:
294
Language:
english
Journal:
Journal of Computational and Applied Mathematics
DOI:
10.1016/j.cam.2015.08.015
Date:
March, 2016
File:
PDF, 661 KB
english, 2016