Boundary conditions for computing densities in hybrid models via PDE methods (Q3145084)
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scientific article; zbMATH DE number 6115685
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| English | Boundary conditions for computing densities in hybrid models via PDE methods |
scientific article; zbMATH DE number 6115685 |
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Boundary conditions for computing densities in hybrid models via PDE methods (English)
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13 December 2012
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Feller process
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forward equation
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boundary conditions
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0.724600076675415
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0.7043339610099792
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0.7006322741508484
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0.6990001201629639
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