Computing the survival probability density function in jump-diffusion models: a new approach based on radial basis functions (Q1944574): Difference between revisions

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-.1016/j.enganabound.2011.02.008
@@ Property / DOI: 10.1016/j.enganabound.2011.02.008 / rank @@
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+Luca Vincenzo Ballestra
@@ Property / author: Luca Vincenzo Ballestra / rank @@
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@@ Property / author @@
+Graziella Pacelli
@@ Property / author: Graziella Pacelli / rank @@
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+https://doi.org/10.1016/j.enganabound.2011.02.008
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+W2005590978
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+.1016/J.ENGANABOUND.2011.02.008
@@ Property / DOI: 10.1016/J.ENGANABOUND.2011.02.008 / rank @@
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