"Double-barrier first-passage times of jump-diffusion processes."

Lexuri Fernández, Peter Hieber, Matthias Scherer (2013)

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DOI: 10.1515/MCMA-2013-0005

access: closed

type: Journal Article

metadata version: 2020-07-03

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Lexuri Fernández, Peter Hieber, Matthias Scherer:
Double-barrier first-passage times of jump-diffusion processes. Monte Carlo Methods Appl. 19(2): 107-141 (2013)

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