Computing the survival probability density function in jump-diffusion models: a new approach based on radial basis functions
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Publication:1944574
DOI10.1016/j.enganabound.2011.02.008zbMath1259.65157OpenAlexW2005590978MaRDI QIDQ1944574
Luca Vincenzo Ballestra, Graziella Pacelli
Publication date: 25 March 2013
Published in: Engineering Analysis with Boundary Elements (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.enganabound.2011.02.008
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