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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Property / DOI: 10.1016/j.enganabound.2011.02.008 / rank
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Property / author
 
Property / author: Luca Vincenzo Ballestra / rank
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Property / author
 
Property / author: Graziella Pacelli / rank
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Property / author
 
Property / author: Luca Vincenzo Ballestra / rank
 
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Property / author
 
Property / author: Graziella Pacelli / rank
 
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Property / MaRDI profile type: MaRDI publication profile / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.enganabound.2011.02.008 / rank
 
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Property / OpenAlex ID: W2005590978 / rank
 
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Latest revision as of 14:42, 16 December 2024

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Computing the survival probability density function in jump-diffusion models: a new approach based on radial basis functions
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    Computing the survival probability density function in jump-diffusion models: a new approach based on radial basis functions (English)
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    25 March 2013
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