"Solving Stochastic Differential Equations with Jump-Diffusion Efficiently: ..."

Di Zhang, Roderick V. N. Melnik (2007)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2018-08-13

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  dblp key:
  - journals/corr/abs-cs-0702166
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  - https://dblp.org/rec/journals/corr/abs-cs-0702166
Di Zhang, Roderick V. N. Melnik:
Solving Stochastic Differential Equations with Jump-Diffusion Efficiently: Applications to FPT Problems in Credit Risk. CoRR abs/cs/0702166 (2007)

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