"Iterative algorithm for the first passage time distribution in a ..."

Jerim Kim, Bara Kim, In-Suk Wee (2016)

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DOI: 10.1016/J.CAM.2015.08.015

access: open

type: Journal Article

metadata version: 2021-02-16

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Jerim Kim, Bara Kim, In-Suk Wee:
Iterative algorithm for the first passage time distribution in a jump-diffusion model with regime-switching, and its applications. J. Comput. Appl. Math. 294: 177-195 (2016)

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