First passage time for multivariate jump-diffusion processes in finance and other areas of applications (Q3077491): Difference between revisions
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Revision as of 16:44, 22 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First passage time for multivariate jump-diffusion processes in finance and other areas of applications |
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First passage time for multivariate jump-diffusion processes in finance and other areas of applications (English)
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22 February 2011
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first passage time problems
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stochastic differential equations
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jump-diffusion processes
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modified Monte Carlo algorithms
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default correlations
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multiscale problems
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