"Computing survival probabilities based on stochastic differential models."

Alessandro Andreoli, Luca Vincenzo Ballestra, Graziella Pacelli (2015)

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DOI: 10.1016/J.CAM.2014.08.030

access: open

type: Journal Article

metadata version: 2021-02-16

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Alessandro Andreoli, Luca Vincenzo Ballestra, Graziella Pacelli:
Computing survival probabilities based on stochastic differential models. J. Comput. Appl. Math. 277: 127-137 (2015)

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