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

scientific article

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English	Computing the survival probability density function in jump-diffusion models: a new approach based on radial basis functions	scientific article

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instance of

scholarly article

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title

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

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zbMATH Open document ID

1259.65157

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DOI

10.1016/j.enganabound.2011.02.008

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published in

Engineering Analysis with Boundary Elements

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publication date

25 March 2013

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Mathematics Subject Classification ID

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Luca Vincenzo Ballestra

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Graziella Pacelli

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.enganabound.2011.02.008

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OpenAlex ID

W2005590978

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Q4355440

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