A numerical method for the expected penalty-reward function in a Markov-modulated jump-diffusion process (Q2276269): Difference between revisions

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+Miguel A. Usábel
@@ Property / author: Miguel A. Usábel / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2011.03.001
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@@ Property / OpenAlex ID @@
+W2032948584
@@ Property / OpenAlex ID: W2032948584 / rank @@
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