A radial basis function approach to compute the first-passage probability density function in two-dimensional jump-diffusion models for financial and other applications

✍ Scribed by Luca Vincenzo Ballestra; Graziella Pacelli

• Book ID: 116446699
• Publisher: Elsevier Science
• Year: 2012
• Tongue: English
• Weight: 242 KB
• Volume: 36
• Category: Article
• ISSN: 0955-7997
• DOI: 10.1016/j.enganabound.2012.04.011