A numerical method for the expected penalty-reward function in a Markov-modulated jump-diffusion process (Q2276269): Difference between revisions
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Revision as of 23:17, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A numerical method for the expected penalty-reward function in a Markov-modulated jump-diffusion process |
scientific article |
Statements
A numerical method for the expected penalty-reward function in a Markov-modulated jump-diffusion process (English)
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1 August 2011
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expected penalty-reward function
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Markov-modulated process
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jump-diffusion process
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Volterra integro-differential system of equations
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