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Computing the survival probability density function in jump-diffusion models: A new approach based on radial basis functions

✍ Scribed by Luca Vincenzo Ballestra; Graziella Pacelli

Book ID: 108122852
Publisher: Elsevier Science
Year: 2011
Tongue: English
Weight: 926 KB
Volume: 35
Category: Article
ISSN: 0955-7997
DOI: 10.1016/j.enganabound.2011.02.008

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