fptdApprox (Q18507)

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Approximation of First-Passage-Time Densities for Diffusion Processes

Language	Label	Description	Also known as
English	fptdApprox	Approximation of First-Passage-Time Densities for Diffusion Processes

Statements

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21 August 2022

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software version identifier

2.4

publication date

21 August 2022

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Patricia Román-román

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Juan J. Serrano-pérez

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copyright license

GNU General Public License, version 2.0

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described by source

An R package for an efficient approximation of first-passage-time densities for diffusion processes based on the FPTL function

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Identifiers

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Sitelinks

Mathematics(0 entries)

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