A Computational Approach to First Passage Problems of Reflected Hyperexponential Jump Diffusion Processes

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Publication:4995066

DOI10.1287/ijoc.2020.0980OpenAlexW3035830614MaRDI QIDQ4995066

Ning Cai, Xuewei Yang

Publication date: 23 June 2021

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/ijoc.2020.0980




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